-42.9%
CAG vs VSXY
+37.7%
-80.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.9% |
| 7D | -6.6% | -10.7% | +4.1% | -6.4% |
| 30D | +2.3% | -24.3% | +26.6% | +3.0% |
| 3M | +16.3% | +1.0% | +15.3% | +16.2% |
| 6M | -16.0% | +57.4% | -73.4% | -17.2% |
| YTD | -7.7% | +39.8% | -47.5% | -8.9% |
| 1Y | -16.0% | +196.5% | -212.5% | -19.4% |
| 3Y | -37.7% | +357.2% | -395.0% | -42.4% |
| 5Y | -41.2% | +18.9% | -60.1% | -43.9% |
| All | -42.9% | +37.7% | -80.6% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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