+1,250.4%
VUG vs CAH
+756.9%
+493.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.1% | +5.4% | -5.5% | -1.8% |
| 30D | -0.3% | +3.3% | -3.6% | -1.4% |
| 3M | -0.7% | +22.8% | -23.5% | -7.3% |
| 6M | +14.6% | +11.3% | +3.4% | +10.0% |
| YTD | +9.0% | +21.1% | -12.1% | +1.3% |
| 1Y | +14.9% | +67.2% | -52.4% | -4.8% |
| 3Y | +86.0% | +195.6% | -109.6% | +24.7% |
| 5Y | +76.7% | +413.8% | -337.1% | -3.9% |
| 10Y | +411.3% | +309.6% | +101.7% | +177.1% |
| All | +1,250.4% | +756.9% | +493.5% | +370.0% |
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