+384.8%
V vs CAG
-35.6%
+420.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -2.9% | -6.6% | +3.7% | -1.8% |
| 30D | +1.9% | +2.3% | -0.4% | +1.4% |
| 3M | +13.2% | +16.3% | -3.1% | +10.2% |
| 6M | +16.7% | -16.0% | +32.8% | +19.8% |
| YTD | +5.4% | -7.7% | +13.1% | +6.1% |
| 1Y | +7.7% | -16.0% | +23.7% | +10.1% |
| 3Y | +52.0% | -37.7% | +89.7% | +62.6% |
| 5Y | +67.7% | -41.2% | +109.0% | +80.7% |
| 10Y | +384.8% | -33.8% | +418.6% | +401.0% |
| All | +384.8% | -35.6% | +420.4% | +401.0% |
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