+76.5%
VUG vs CL
+28.4%
+48.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | -0.3% | -4.8% | +4.5% | +0.1% |
| 3M | -0.7% | +4.9% | -5.6% | -1.4% |
| 6M | +14.6% | -5.7% | +20.3% | +15.1% |
| YTD | +9.0% | +14.4% | -5.4% | +6.7% |
| 1Y | +14.9% | +8.7% | +6.1% | +13.3% |
| 3Y | +86.0% | +30.0% | +56.1% | +68.2% |
| All | +76.5% | +28.4% | +48.1% | +59.0% |
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