+1,250.4%
VUG vs CL
+472.0%
+778.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.9% |
| 30D | -0.3% | -4.8% | +4.5% | +1.8% |
| 3M | -0.7% | +4.9% | -5.6% | -3.5% |
| 6M | +14.6% | -5.7% | +20.3% | +16.6% |
| YTD | +9.0% | +14.4% | -5.4% | +0.9% |
| 1Y | +14.9% | +8.7% | +6.1% | +8.3% |
| 3Y | +86.0% | +30.0% | +56.1% | +55.3% |
| 5Y | +76.7% | +28.4% | +48.3% | +46.4% |
| 10Y | +411.3% | +50.1% | +361.2% | +278.4% |
| All | +1,250.4% | +472.0% | +778.4% | +431.7% |
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