+3,313.2%
V vs CAG
+76.1%
+3,237.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.6% | +6.6% | -6.0% | -1.1% |
| 30D | +9.7% | +13.9% | -4.2% | +5.8% |
| 3M | +17.3% | +4.0% | +13.3% | +15.7% |
| 6M | +33.2% | +10.0% | +23.2% | +29.0% |
| YTD | +21.3% | -6.1% | +27.5% | +21.7% |
| 1Y | +27.3% | -4.3% | +31.6% | +27.0% |
| 3Y | +76.1% | -34.6% | +110.6% | +92.4% |
| 5Y | +103.5% | -39.4% | +142.9% | +125.1% |
| 10Y | +454.5% | -34.2% | +488.6% | +458.8% |
| All | +3,313.2% | +76.1% | +3,237.1% | +1,878.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling