+51.8%
VG vs CAG
-6.8%
+58.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +6.0% | -13.7% | -6.1% |
| 7D | -16.4% | +9.7% | -26.1% | -14.3% |
| 30D | -10.8% | +15.8% | -26.6% | -7.5% |
| 3M | -6.3% | +1.8% | -8.1% | -5.0% |
| 6M | -12.5% | +11.5% | -24.0% | -10.1% |
| YTD | +76.9% | -6.7% | +83.6% | +72.7% |
| 1Y | +51.8% | -5.6% | +57.4% | +48.5% |
| All | +51.8% | -6.8% | +58.6% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling