+1,245.4%
VUG vs CNC
+1,537.5%
-292.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | -1.4% | -1.8% | +0.4% | -1.2% |
| 3M | +2.3% | -0.7% | +3.0% | +2.1% |
| 6M | +15.7% | +47.9% | -32.3% | +7.0% |
| YTD | +8.6% | +56.9% | -48.3% | -0.9% |
| 1Y | +14.1% | +123.9% | -109.9% | -3.0% |
| 3Y | +87.9% | -1.3% | +89.2% | +77.0% |
| 5Y | +76.3% | +2.8% | +73.6% | +62.7% |
| 10Y | +409.7% | +90.9% | +318.8% | +306.8% |
| All | +1,245.4% | +1,537.5% | -292.1% | +564.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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