+2,723.0%
VRT vs CAG
-39.6%
+2,762.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.3% |
| 7D | +9.1% | -3.8% | +12.9% | +8.8% |
| 30D | +0.9% | +3.1% | -2.2% | +1.2% |
| 3M | -13.4% | +23.5% | -36.9% | -11.9% |
| 6M | +11.7% | -14.8% | +26.5% | +12.4% |
| YTD | +73.2% | -5.4% | +78.7% | +75.0% |
| 1Y | +123.4% | -11.8% | +135.2% | +125.5% |
| 3Y | +606.2% | -36.7% | +642.8% | +605.0% |
| 5Y | +899.9% | -40.3% | +940.2% | +905.1% |
| All | +2,723.0% | -39.6% | +2,762.6% | +2,673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling