-42.6%
CAG vs VFC
-79.6%
+37.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | -5.9% | -4.0% | -1.9% | -5.6% |
| 30D | -1.5% | -14.6% | +13.1% | -0.3% |
| 3M | +11.5% | -23.1% | +34.5% | +13.6% |
| 6M | -15.7% | -25.2% | +9.5% | -14.0% |
| YTD | -10.2% | -29.5% | +19.3% | -8.1% |
| 1Y | -18.1% | -14.4% | -3.7% | -17.5% |
| 3Y | -39.4% | -28.7% | -10.6% | -40.6% |
| 5Y | -42.6% | -79.1% | +36.6% | -34.6% |
| All | -42.6% | -79.6% | +37.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling