-22.3%
CG vs VLTO
+18.3%
-40.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -1.2% | +5.4% | -6.6% | -2.8% |
| 30D | +5.0% | +22.3% | -17.3% | -1.4% |
| 3M | -18.2% | +19.6% | -37.8% | -22.7% |
| 6M | -20.7% | +35.2% | -55.9% | -27.8% |
| YTD | -31.4% | +17.9% | -49.3% | -33.7% |
| 1Y | -22.3% | +19.5% | -41.8% | -24.7% |
| All | -22.3% | +18.3% | -40.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling