+172.5%
VEA vs CAG
+52.5%
+120.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +1.9% | -5.3% | +7.1% | +3.3% |
| 30D | +0.8% | +1.0% | -0.2% | +0.4% |
| 3M | +5.7% | +17.4% | -11.7% | +0.6% |
| 6M | +13.3% | -16.8% | +30.1% | +18.3% |
| YTD | +18.4% | -6.8% | +25.2% | +19.2% |
| 1Y | +27.0% | -15.4% | +42.3% | +31.1% |
| 3Y | +79.3% | -37.1% | +116.4% | +98.4% |
| 5Y | +62.1% | -41.3% | +103.4% | +80.8% |
| 10Y | +160.3% | -35.5% | +195.7% | +159.6% |
| All | +172.5% | +52.5% | +120.1% | +46.0% |
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 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