-11.8%
CAG vs VMC
-8.5%
-3.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -3.8% | -4.3% | +0.5% | -3.1% |
| 30D | +3.1% | -8.2% | +11.4% | +4.6% |
| 3M | +23.5% | -7.0% | +30.5% | +24.8% |
| 6M | -14.8% | -10.8% | -4.1% | -13.6% |
| YTD | -5.4% | -7.4% | +2.0% | -3.4% |
| 1Y | -11.8% | -9.5% | -2.3% | -9.5% |
| All | -11.8% | -8.5% | -3.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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