+1,144.5%
VUG vs CL
+539.5%
+604.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -7.1% | +5.9% | -13.1% | -9.5% |
| 30D | -12.1% | +13.8% | -25.9% | -17.3% |
| 3M | -8.1% | +6.4% | -14.5% | -11.0% |
| 6M | -3.2% | +15.6% | -18.8% | -10.3% |
| YTD | +0.5% | +27.9% | -27.4% | -11.9% |
| 1Y | -0.7% | +31.4% | -32.1% | -14.2% |
| 3Y | +77.1% | +41.4% | +35.8% | +42.4% |
| 5Y | +56.2% | +42.8% | +13.4% | +23.1% |
| 10Y | +394.1% | +79.7% | +314.4% | +233.7% |
| All | +1,144.5% | +539.5% | +604.9% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling