+83.3%
CAG vs VT
+355.4%
-272.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.6% | -0.1% | +6.8% | +6.6% |
| 30D | +13.9% | -3.1% | +17.0% | +15.0% |
| 3M | +4.0% | -3.5% | +7.5% | +5.2% |
| 6M | +10.0% | +0.5% | +9.5% | +9.2% |
| YTD | -6.1% | +10.8% | -16.9% | -10.4% |
| 1Y | -4.3% | +11.9% | -16.2% | -9.0% |
| 3Y | -34.6% | +73.0% | -107.5% | -48.1% |
| 5Y | -39.4% | +58.6% | -98.1% | -50.8% |
| 10Y | -34.2% | +219.2% | -253.4% | -60.5% |
| All | +83.3% | +355.4% | -272.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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