+76.0%
VUG vs CLBK
+41.8%
+34.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | -1.7% | +6.7% | -8.4% | -2.9% |
| 3M | +2.8% | +21.2% | -18.3% | -0.9% |
| 6M | +13.6% | +42.0% | -28.4% | +6.2% |
| YTD | +8.1% | +63.3% | -55.2% | -1.8% |
| 1Y | +13.1% | +65.4% | -52.3% | +2.3% |
| 3Y | +87.0% | +52.5% | +34.5% | +68.7% |
| 5Y | +76.0% | +42.0% | +34.0% | +56.9% |
| All | +76.0% | +41.8% | +34.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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