+402.8%
VUG vs CPB
-38.9%
+441.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.1% |
| 7D | +2.5% | -1.6% | +4.1% | +2.6% |
| 30D | -6.3% | +19.2% | -25.5% | -7.4% |
| 3M | -6.0% | -0.9% | -5.1% | -6.0% |
| 6M | -3.5% | +15.2% | -18.8% | -4.8% |
| YTD | +3.9% | -13.1% | +17.0% | +4.9% |
| 1Y | +5.1% | -22.4% | +27.5% | +7.1% |
| 3Y | +77.9% | -35.3% | +113.2% | +82.4% |
| 5Y | +62.4% | -33.0% | +95.4% | +64.1% |
| All | +402.8% | -38.9% | +441.7% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling