-30.0%
CAG vs VLTO
+27.2%
-57.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.4% |
| 30D | +3.1% | -0.9% | +4.0% | +3.3% |
| 3M | +23.5% | +13.8% | +9.7% | +20.8% |
| 6M | -14.8% | +2.0% | -16.8% | -15.3% |
| YTD | -5.4% | -3.2% | -2.3% | -5.4% |
| 1Y | -11.8% | -9.2% | -2.6% | -10.8% |
| All | -30.0% | +27.2% | -57.2% | -32.4% |
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