+1,250.4%
VUG vs CPB
+61.6%
+1,188.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.3% |
| 7D | -0.1% | -8.6% | +8.5% | +1.9% |
| 30D | -0.3% | -7.2% | +6.9% | +1.2% |
| 3M | -0.7% | +0.9% | -1.6% | -1.6% |
| 6M | +14.6% | -11.8% | +26.4% | +17.0% |
| YTD | +9.0% | -19.4% | +28.4% | +13.4% |
| 1Y | +14.9% | -30.4% | +45.2% | +23.5% |
| 3Y | +86.0% | -40.2% | +126.2% | +102.8% |
| 5Y | +76.7% | -39.5% | +116.2% | +87.9% |
| 10Y | +411.3% | -47.4% | +458.7% | +447.4% |
| All | +1,250.4% | +61.6% | +1,188.9% | +760.1% |
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