-20.9%
VST vs CAG
+11.1%
-32.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +9.5% |
| 7D | -9.8% | +5.8% | -15.6% | -6.0% |
| 30D | -25.1% | +16.4% | -41.5% | -18.5% |
| 3M | -11.6% | +3.8% | -15.4% | -7.4% |
| 6M | -20.9% | +10.8% | -31.7% | -13.7% |
| All | -20.9% | +11.1% | -32.0% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling