+57.4%
CAG vs VCLT
+102.9%
-45.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +2.3% | +0.1% | +2.2% | +2.3% |
| 3M | +16.3% | -2.9% | +19.2% | +16.8% |
| 6M | -16.0% | -4.0% | -12.1% | -15.5% |
| YTD | -7.7% | -2.2% | -5.5% | -7.4% |
| 1Y | -16.0% | -2.6% | -13.5% | -15.7% |
| 3Y | -37.7% | +12.3% | -50.0% | -38.7% |
| 5Y | -41.2% | -16.4% | -24.8% | -40.8% |
| 10Y | -33.8% | +18.1% | -51.9% | -33.4% |
| All | +57.4% | +102.9% | -45.5% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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