-42.6%
CAG vs VSH
+64.5%
-107.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.7% |
| 7D | -5.9% | +3.1% | -9.0% | -5.9% |
| 30D | -1.5% | -5.7% | +4.2% | -1.5% |
| 3M | +11.5% | -42.5% | +53.9% | +12.4% |
| 6M | -15.7% | +82.7% | -98.4% | -20.1% |
| YTD | -10.2% | +118.2% | -128.4% | -15.8% |
| 1Y | -18.1% | +109.7% | -127.7% | -23.2% |
| 3Y | -39.4% | +35.3% | -74.7% | -42.7% |
| 5Y | -42.6% | +65.6% | -108.2% | -47.8% |
| All | -42.6% | +64.5% | -107.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling