-41.0%
CAG vs VO
+36.2%
-77.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.3% | +3.1% | -6.4% | -4.1% |
| 30D | +7.7% | +2.2% | +5.5% | +7.0% |
| 3M | -3.2% | -2.5% | -0.7% | -2.6% |
| 6M | +7.0% | +7.0% | 0.0% | +4.9% |
| YTD | -9.0% | +14.0% | -23.0% | -12.2% |
| 1Y | -9.6% | +15.6% | -25.3% | -13.2% |
| 3Y | -36.0% | +66.2% | -102.2% | -44.7% |
| All | -41.0% | +36.2% | -77.2% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling