-37.7%
CAG vs VO
+200.3%
-237.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -5.7% | -1.5% | -4.2% | -5.2% |
| 30D | -2.4% | -3.0% | +0.6% | -1.3% |
| 3M | +9.8% | +2.8% | +7.0% | +8.7% |
| 6M | -10.8% | +10.9% | -21.8% | -14.3% |
| YTD | -10.8% | +12.5% | -23.3% | -14.7% |
| 1Y | -19.0% | +12.0% | -30.9% | -22.4% |
| 3Y | -39.7% | +56.3% | -96.0% | -49.5% |
| 5Y | -43.0% | +42.9% | -85.9% | -51.2% |
| All | -37.7% | +200.3% | -237.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling