+575.5%
CAG vs VMC
+3,457.0%
-2,881.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -3.3% | -1.3% | -2.1% | -3.2% |
| 30D | +7.7% | +15.5% | -7.8% | +5.2% |
| 3M | -3.2% | +0.6% | -3.8% | -3.3% |
| 6M | +7.0% | +2.1% | +4.9% | +6.4% |
| YTD | -9.0% | -1.6% | -7.4% | -9.1% |
| 1Y | -9.6% | -1.2% | -8.4% | -9.8% |
| 3Y | -36.0% | +35.3% | -71.3% | -39.8% |
| 5Y | -40.9% | +43.6% | -84.5% | -45.5% |
| 10Y | -37.3% | +126.7% | -164.1% | -48.4% |
| All | +575.5% | +3,457.0% | -2,881.5% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling