+45.9%
CG vs VLTO
+54.1%
-8.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -1.5% | +12.0% | -13.5% | -8.3% |
| 30D | +2.8% | +20.8% | -18.1% | -8.8% |
| 3M | -19.2% | +20.1% | -39.4% | -28.1% |
| 6M | -21.0% | +32.6% | -53.6% | -34.5% |
| YTD | -31.0% | +17.3% | -48.3% | -37.8% |
| 1Y | -21.1% | +17.3% | -38.4% | -29.1% |
| 3Y | +48.8% | +66.9% | -18.1% | +10.9% |
| All | +45.9% | +54.1% | -8.2% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling