-50.2%
VG vs CAG
-31.1%
-19.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.5% |
| 7D | -8.3% | +4.6% | -12.9% | -6.6% |
| 30D | -10.3% | +14.7% | -25.0% | -5.9% |
| 3M | -10.8% | +2.4% | -13.1% | -9.3% |
| 6M | +3.5% | +10.7% | -7.2% | +7.6% |
| YTD | +74.0% | -5.5% | +79.5% | +71.6% |
| 1Y | +48.9% | -4.6% | +53.5% | +48.3% |
| All | -50.2% | -31.1% | -19.2% | -62.1% |
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