+50.2%
CG vs VLTO
+69.5%
-19.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -4.4% |
| 30D | +5.0% | +22.3% | -17.3% | -7.8% |
| 3M | -18.2% | +19.6% | -37.8% | -27.2% |
| 6M | -20.7% | +35.2% | -55.9% | -35.5% |
| YTD | -31.4% | +17.9% | -49.3% | -38.4% |
| 1Y | -22.3% | +19.5% | -41.8% | -31.2% |
| 3Y | +50.2% | +73.9% | -23.8% | +18.2% |
| All | +50.2% | +69.5% | -19.3% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling