-19.0%
CAG vs VFC
-10.6%
-8.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.4% |
| 7D | -5.7% | -1.4% | -4.3% | -5.5% |
| 30D | -2.4% | -9.0% | +6.6% | -0.9% |
| 3M | +9.8% | -24.2% | +34.0% | +14.2% |
| 6M | -10.8% | -18.5% | +7.7% | -8.8% |
| YTD | -10.8% | -25.9% | +15.1% | -8.2% |
| 1Y | -19.0% | -13.0% | -6.0% | -17.9% |
| All | -19.0% | -10.6% | -8.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling