+484.0%
V vs CAG
-37.3%
+521.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.9% | -3.3% | +4.3% | +1.5% |
| 30D | +9.0% | +7.7% | +1.3% | +7.5% |
| 3M | +16.7% | -3.2% | +19.9% | +17.1% |
| 6M | +33.4% | +7.0% | +26.5% | +31.4% |
| YTD | +22.4% | -9.0% | +31.3% | +23.3% |
| 1Y | +27.7% | -9.6% | +37.3% | +28.8% |
| 3Y | +78.0% | -36.0% | +114.0% | +89.4% |
| 5Y | +108.5% | -40.9% | +149.4% | +124.3% |
| All | +484.0% | -37.3% | +521.3% | +483.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling