+1,250.4%
VUG vs CP
+2,224.1%
-973.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | -0.3% | +0.2% | -0.5% | -0.5% |
| 3M | -0.7% | +2.6% | -3.3% | -2.1% |
| 6M | +14.6% | +6.0% | +8.7% | +11.2% |
| YTD | +9.0% | +24.9% | -15.9% | -1.6% |
| 1Y | +14.9% | +20.1% | -5.2% | +5.2% |
| 3Y | +86.0% | +16.4% | +69.7% | +70.0% |
| 5Y | +76.7% | +31.7% | +45.0% | +52.1% |
| 10Y | +411.3% | +223.9% | +187.4% | +199.1% |
| All | +1,250.4% | +2,224.1% | -973.7% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling