+74.1%
CAG vs VRSN
+6,422.7%
-6,348.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -5.3% | -2.1% | -3.1% | -5.2% |
| 30D | +1.0% | -3.9% | +4.9% | +1.1% |
| 3M | +17.4% | -0.1% | +17.5% | +17.3% |
| 6M | -16.8% | +16.4% | -33.2% | -17.4% |
| YTD | -6.8% | +17.2% | -24.0% | -7.5% |
| 1Y | -15.4% | +1.0% | -16.4% | -15.5% |
| 3Y | -37.1% | +39.1% | -76.2% | -38.1% |
| 5Y | -41.3% | +29.0% | -70.3% | -42.2% |
| 10Y | -35.5% | +275.8% | -311.3% | -38.7% |
| All | +74.1% | +6,422.7% | -6,348.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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