-37.7%
CAG vs VYM
+209.2%
-246.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.3% |
| 30D | -2.4% | -2.2% | -0.2% | -1.2% |
| 3M | +9.8% | +3.1% | +6.7% | +8.0% |
| 6M | -10.8% | +9.7% | -20.6% | -15.3% |
| YTD | -10.8% | +14.9% | -25.7% | -17.3% |
| 1Y | -19.0% | +17.6% | -36.5% | -25.8% |
| 3Y | -39.7% | +65.3% | -105.0% | -54.4% |
| 5Y | -43.0% | +78.7% | -121.7% | -58.9% |
| All | -37.7% | +209.2% | -246.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling