-51.4%
VG vs CAG
-31.3%
-20.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.5% |
| 7D | -22.0% | +5.8% | -27.9% | -20.3% |
| 30D | -11.6% | +16.4% | -28.0% | -6.9% |
| 3M | -14.9% | +3.8% | -18.7% | -13.0% |
| 6M | -3.5% | +10.8% | -14.4% | +0.4% |
| YTD | +70.0% | -5.8% | +75.8% | +67.4% |
| 1Y | +50.0% | -2.4% | +52.4% | +51.0% |
| All | -51.4% | -31.3% | -20.1% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling