+601.8%
CAG vs VFC
+845.1%
-243.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | -3.8% | -1.6% | -2.2% | -3.6% |
| 30D | +3.1% | -11.6% | +14.8% | +5.0% |
| 3M | +23.5% | -18.1% | +41.6% | +26.7% |
| 6M | -14.8% | -27.4% | +12.5% | -11.3% |
| YTD | -5.4% | -24.8% | +19.4% | -2.3% |
| 1Y | -11.8% | -8.2% | -3.6% | -12.0% |
| 3Y | -36.7% | -29.1% | -7.5% | -38.8% |
| 5Y | -40.3% | -79.2% | +38.9% | -30.1% |
| 10Y | -37.0% | -68.1% | +31.1% | -35.4% |
| All | +601.8% | +845.1% | -243.3% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling