+66.4%
VUG vs CL
+40.0%
+26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -7.0% | +9.5% | -16.5% | -7.7% |
| 3M | -3.7% | +6.8% | -10.5% | -4.2% |
| 6M | -1.6% | +14.3% | -15.9% | -2.9% |
| YTD | +5.1% | +26.3% | -21.1% | +2.2% |
| 1Y | +3.8% | +25.6% | -21.8% | +0.9% |
| 3Y | +79.9% | +38.5% | +41.4% | +63.3% |
| 5Y | +66.4% | +40.7% | +25.7% | +48.9% |
| All | +66.4% | +40.0% | +26.4% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling