+77.7%
VUG vs CPB
-36.0%
+113.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.8% |
| 7D | -3.4% | +8.0% | -11.4% | -2.7% |
| 30D | -11.1% | +22.4% | -33.5% | -9.4% |
| 3M | -7.2% | +2.5% | -9.8% | -6.7% |
| 6M | -4.1% | +12.2% | -16.4% | -2.8% |
| YTD | +1.4% | -12.8% | +14.2% | +1.2% |
| 1Y | +1.9% | -19.2% | +21.1% | +1.2% |
| 3Y | +77.7% | -35.6% | +113.3% | +73.9% |
| All | +77.7% | -36.0% | +113.7% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling