+591.8%
CAG vs VMC
+3,191.4%
-2,599.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | +1.0% | -9.1% | +10.1% | +2.5% |
| 3M | +17.4% | -4.1% | +21.5% | +18.0% |
| 6M | -16.8% | -5.5% | -11.3% | -16.2% |
| YTD | -6.8% | -8.9% | +2.1% | -5.8% |
| 1Y | -15.4% | -12.9% | -2.4% | -13.9% |
| 3Y | -37.1% | +22.1% | -59.2% | -39.9% |
| 5Y | -41.3% | +52.7% | -94.0% | -46.5% |
| 10Y | -35.5% | +152.7% | -188.2% | -47.9% |
| All | +591.8% | +3,191.4% | -2,599.6% | +243.0% |
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