+1,155.8%
VUG vs CPB
+74.8%
+1,081.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -3.4% | +8.0% | -11.4% | -5.1% |
| 30D | -11.1% | +22.4% | -33.5% | -15.3% |
| 3M | -7.2% | +2.5% | -9.8% | -8.3% |
| 6M | -4.1% | +12.2% | -16.4% | -7.7% |
| YTD | +1.4% | -12.8% | +14.2% | +3.2% |
| 1Y | +1.9% | -19.2% | +21.1% | +5.6% |
| 3Y | +77.7% | -35.6% | +113.3% | +90.3% |
| 5Y | +57.6% | -31.4% | +89.0% | +61.7% |
| 10Y | +398.6% | -37.9% | +436.5% | +401.8% |
| All | +1,155.8% | +74.8% | +1,081.0% | +682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling