-30.3%
CAG vs VLTO
+54.8%
-85.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +5.8% | +5.4% | +0.4% | +4.5% |
| 30D | +16.4% | +22.3% | -6.0% | +11.3% |
| 3M | +3.8% | +19.6% | -15.8% | -0.3% |
| 6M | +10.8% | +35.2% | -24.3% | +4.2% |
| YTD | -5.8% | +17.9% | -23.7% | -9.8% |
| 1Y | -2.4% | +19.5% | -21.9% | -6.8% |
| 3Y | -33.4% | +73.9% | -107.4% | -38.2% |
| All | -30.3% | +54.8% | -85.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling