+120.2%
CAG vs VSAT
+1,485.7%
-1,365.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.1% |
| 7D | -3.8% | +11.8% | -15.6% | -4.3% |
| 30D | +3.1% | -7.0% | +10.2% | +3.4% |
| 3M | +23.5% | +3.3% | +20.2% | +22.6% |
| 6M | -14.8% | +57.4% | -72.3% | -17.3% |
| YTD | -5.4% | +118.6% | -124.0% | -9.7% |
| 1Y | -11.8% | +150.2% | -162.0% | -16.6% |
| 3Y | -36.7% | +160.7% | -197.4% | -42.2% |
| 5Y | -40.3% | +51.2% | -91.4% | -45.1% |
| 10Y | -37.0% | -0.7% | -36.3% | -42.0% |
| All | +120.2% | +1,485.7% | -1,365.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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