+51.7%
CAG vs VYM
+484.2%
-432.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -5.9% | -1.9% | -4.0% | -4.9% |
| 30D | -1.5% | -2.6% | +1.1% | -0.2% |
| 3M | +11.5% | +3.6% | +7.9% | +9.4% |
| 6M | -15.7% | +8.7% | -24.4% | -19.4% |
| YTD | -10.2% | +14.1% | -24.3% | -16.3% |
| 1Y | -18.1% | +17.8% | -35.9% | -25.0% |
| 3Y | -39.4% | +64.5% | -103.9% | -53.7% |
| 5Y | -42.6% | +77.5% | -120.1% | -58.0% |
| 10Y | -35.6% | +206.1% | -241.7% | -65.2% |
| All | +51.7% | +484.2% | -432.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling