+455.4%
V vs CAG
-34.0%
+489.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +0.8% | +6.6% | -5.8% | -0.4% |
| 30D | +9.9% | +13.9% | -4.0% | +7.4% |
| 3M | +17.5% | +4.0% | +13.5% | +16.5% |
| 6M | +33.5% | +10.0% | +23.5% | +30.8% |
| YTD | +21.6% | -6.1% | +27.7% | +21.8% |
| 1Y | +27.6% | -4.3% | +31.9% | +27.4% |
| 3Y | +76.4% | -34.6% | +111.0% | +86.9% |
| 5Y | +103.8% | -39.4% | +143.3% | +118.3% |
| All | +455.4% | -34.0% | +489.4% | +455.8% |
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