-43.5%
CAG vs VMC
+47.0%
-90.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -5.7% | -3.8% | -1.9% | -5.2% |
| 30D | -2.4% | -9.7% | +7.3% | -1.1% |
| 3M | +9.8% | -9.6% | +19.4% | +11.2% |
| 6M | -10.8% | -4.8% | -6.0% | -10.4% |
| YTD | -10.8% | -10.9% | +0.1% | -9.7% |
| 1Y | -19.0% | -15.6% | -3.4% | -17.5% |
| 3Y | -39.7% | +19.3% | -59.0% | -41.9% |
| All | -43.5% | +47.0% | -90.5% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling