-39.7%
CAG vs VTRS
+84.5%
-124.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -5.7% | -2.2% | -3.5% | -5.3% |
| 30D | -2.4% | +3.3% | -5.7% | -3.1% |
| 3M | +9.8% | +2.0% | +7.8% | +9.3% |
| 6M | -10.8% | +19.9% | -30.8% | -13.9% |
| YTD | -10.8% | +35.7% | -46.6% | -16.1% |
| 1Y | -19.0% | +68.1% | -87.1% | -27.0% |
| 3Y | -39.7% | +87.1% | -126.8% | -49.6% |
| All | -39.7% | +84.5% | -124.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 3y: compounded portfolio wealth divided by compounded VTRS 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…
3y analysis · Full analysis span regression · 6 months rolling