+67.1%
V vs CAG
-40.6%
+107.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -1.1% | -5.3% | +4.2% | -0.1% |
| 30D | +1.9% | +1.0% | +0.9% | +1.7% |
| 3M | +15.5% | +17.4% | -1.8% | +12.1% |
| 6M | +16.6% | -16.8% | +33.4% | +20.2% |
| YTD | +5.7% | -6.8% | +12.5% | +6.2% |
| 1Y | +8.6% | -15.4% | +23.9% | +11.2% |
| 3Y | +52.5% | -37.1% | +89.6% | +64.4% |
| 5Y | +67.1% | -41.3% | +108.4% | +79.8% |
| All | +67.1% | -40.6% | +107.7% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling