+69.3%
CAAS vs VT
+224.5%
-155.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +8.2% | +0.4% | +7.8% | +8.0% |
| 30D | +24.1% | +1.0% | +23.2% | +23.6% |
| 3M | +21.3% | +2.4% | +19.0% | +19.8% |
| 6M | +28.6% | +12.0% | +16.6% | +21.3% |
| YTD | +26.8% | +15.3% | +11.4% | +17.9% |
| 1Y | +21.1% | +22.6% | -1.5% | +9.3% |
| 3Y | +47.6% | +74.7% | -27.0% | +12.9% |
| 5Y | +80.6% | +66.1% | +14.5% | +40.9% |
| All | +69.3% | +224.5% | -155.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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