-19.0%
CAG vs VIG
+13.0%
-32.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -5.7% | -1.1% | -4.6% | -5.3% |
| 30D | -2.4% | -2.7% | +0.3% | -1.4% |
| 3M | +9.8% | +2.5% | +7.2% | +8.8% |
| 6M | -10.8% | +9.2% | -20.1% | -13.8% |
| YTD | -10.8% | +9.8% | -20.6% | -14.2% |
| 1Y | -19.0% | +12.4% | -31.3% | -23.1% |
| All | -19.0% | +13.0% | -32.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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