-10.2%
CAG vs VLTO
+20.4%
-30.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -6.2% | +0.8% | -7.0% | -6.4% |
| 30D | +7.4% | +18.7% | -11.3% | +2.1% |
| 3M | -1.6% | +21.7% | -23.3% | -7.1% |
| 6M | +6.3% | +35.8% | -29.5% | -1.0% |
| YTD | -10.1% | +18.3% | -28.4% | -16.7% |
| 1Y | -10.2% | +20.9% | -31.1% | -17.2% |
| All | -10.2% | +20.4% | -30.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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