-98.0%
CAPR vs VIG
+559.4%
-657.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +4.9% |
| 7D | +41.1% | -1.8% | +42.8% | +42.9% |
| 30D | +11.1% | +2.7% | +8.4% | +9.4% |
| 3M | +115.3% | 0.0% | +115.3% | +115.3% |
| 6M | -73.8% | +6.8% | -80.6% | -75.2% |
| YTD | -68.8% | +12.1% | -80.9% | -71.4% |
| 1Y | +43.3% | +14.8% | +28.5% | +29.6% |
| 3Y | +214.7% | +62.4% | +152.3% | +133.7% |
| 5Y | +141.3% | +59.6% | +81.7% | +81.0% |
| 10Y | -67.0% | +261.5% | -328.5% | -82.9% |
| All | -98.0% | +559.4% | -657.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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