-51.4%
VG vs CAG
-30.1%
-21.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -3.1% |
| 7D | -22.0% | +11.4% | -33.4% | -18.9% |
| 30D | -14.7% | +16.7% | -31.4% | -10.0% |
| 3M | -7.1% | +4.5% | -11.6% | -4.8% |
| 6M | -11.2% | +13.3% | -24.5% | -6.8% |
| YTD | +69.8% | -4.2% | +74.0% | +68.3% |
| 1Y | +49.9% | -2.9% | +52.8% | +50.1% |
| All | -51.4% | -30.1% | -21.3% | -62.9% |
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