+317.6%
VOO vs CAG
-36.2%
+353.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | -5.7% | +4.9% | +0.1% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +3.9% | +9.8% | -5.9% | +2.1% |
| 6M | +13.6% | -10.8% | +24.5% | +15.3% |
| YTD | +12.7% | -10.8% | +23.5% | +14.0% |
| 1Y | +17.6% | -19.0% | +36.5% | +20.8% |
| 3Y | +77.3% | -39.7% | +117.0% | +90.1% |
| 5Y | +84.1% | -43.0% | +127.1% | +98.6% |
| All | +317.6% | -36.2% | +353.8% | +333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling