+79.5%
VUG vs CP
+37.0%
+42.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | -7.3% | +10.3% | -17.7% | -10.0% |
| 3M | -4.2% | +2.3% | -6.5% | -4.9% |
| 6M | -1.6% | +10.7% | -12.3% | -5.0% |
| YTD | +4.9% | +29.3% | -24.4% | -4.5% |
| 1Y | +3.8% | +31.5% | -27.7% | -6.1% |
| All | +79.5% | +37.0% | +42.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling