+1,187.3%
VUG vs CAH
+876.7%
+310.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.5% | +3.5% | -0.9% | +1.4% |
| 30D | -6.3% | +13.5% | -19.7% | -10.0% |
| 3M | -6.0% | +21.8% | -27.9% | -12.0% |
| 6M | -3.5% | +51.5% | -55.1% | -16.1% |
| YTD | +3.9% | +38.1% | -34.2% | -7.6% |
| 1Y | +5.1% | +37.7% | -32.6% | -6.5% |
| 3Y | +77.9% | +179.6% | -101.7% | +21.9% |
| 5Y | +62.4% | +504.9% | -442.5% | -16.3% |
| 10Y | +399.4% | +418.6% | -19.2% | +149.7% |
| All | +1,187.3% | +876.7% | +310.5% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling