+601.8%
CAG vs VSH
+1,674.8%
-1,073.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.2% |
| 7D | -3.8% | +4.1% | -7.8% | -4.0% |
| 30D | +3.1% | -4.2% | +7.3% | +3.3% |
| 3M | +23.5% | -50.0% | +73.4% | +27.9% |
| 6M | -14.8% | +80.2% | -95.0% | -19.4% |
| YTD | -5.4% | +121.1% | -126.5% | -11.9% |
| 1Y | -11.8% | +112.0% | -123.8% | -17.8% |
| 3Y | -36.7% | +22.5% | -59.2% | -39.5% |
| 5Y | -40.3% | +64.0% | -104.3% | -44.5% |
| 10Y | -37.0% | +170.4% | -207.4% | -44.4% |
| All | +601.8% | +1,674.8% | -1,073.0% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling