+405.3%
VUG vs CL
+84.6%
+320.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -7.0% | +9.5% | -16.5% | -9.8% |
| 3M | -3.7% | +6.8% | -10.5% | -5.9% |
| 6M | -1.6% | +14.3% | -15.9% | -6.4% |
| YTD | +5.1% | +27.0% | -21.8% | -4.1% |
| 1Y | +3.8% | +26.3% | -22.5% | -5.3% |
| 3Y | +79.9% | +39.3% | +40.6% | +51.8% |
| 5Y | +66.4% | +41.5% | +24.9% | +37.6% |
| 10Y | +405.3% | +84.1% | +321.2% | +270.9% |
| All | +405.3% | +84.6% | +320.7% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling