+561.9%
CAG vs VTRS
+553.2%
+8.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -5.7% | -2.2% | -3.5% | -5.4% |
| 30D | -2.4% | +3.3% | -5.7% | -2.8% |
| 3M | +9.8% | +2.0% | +7.8% | +9.5% |
| 6M | -10.8% | +19.9% | -30.8% | -12.7% |
| YTD | -10.8% | +35.7% | -46.6% | -14.0% |
| 1Y | -19.0% | +68.1% | -87.1% | -23.7% |
| 3Y | -39.7% | +87.1% | -126.8% | -44.4% |
| 5Y | -43.0% | +47.6% | -90.6% | -46.7% |
| 10Y | -36.0% | -48.2% | +12.1% | -35.8% |
| All | +561.9% | +553.2% | +8.7% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling