-37.7%
CAG vs VSH
+196.4%
-234.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.0% |
| 7D | -5.7% | +4.8% | -10.4% | -5.9% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +9.8% | -43.1% | +52.8% | +13.2% |
| 6M | -10.8% | +91.8% | -102.6% | -17.9% |
| YTD | -10.8% | +131.6% | -142.4% | -19.6% |
| 1Y | -19.0% | +118.1% | -137.0% | -26.8% |
| 3Y | -39.7% | +40.9% | -80.6% | -44.0% |
| 5Y | -43.0% | +75.8% | -118.7% | -49.2% |
| All | -37.7% | +196.4% | -234.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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