-30.5%
CAG vs VLTO
+56.3%
-86.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.6% | +1.6% | +5.0% | +6.2% |
| 30D | +13.9% | +22.0% | -8.0% | +9.0% |
| 3M | +4.0% | +21.9% | -17.9% | -0.5% |
| 6M | +10.0% | +36.5% | -26.5% | +3.2% |
| YTD | -6.1% | +19.0% | -25.1% | -10.3% |
| 1Y | -4.3% | +21.0% | -25.3% | -8.9% |
| 3Y | -34.6% | +69.9% | -104.4% | -39.2% |
| All | -30.5% | +56.3% | -86.8% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling