+42.7%
CAAS vs VT
+76.6%
-33.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | -8.7% | -1.4% | -7.3% | -7.9% |
| 3M | -1.4% | -1.4% | 0.0% | -0.6% |
| 6M | -3.8% | +5.5% | -9.3% | -7.5% |
| YTD | +0.7% | +12.8% | -12.1% | -7.4% |
| 1Y | +0.7% | +15.4% | -14.7% | -8.9% |
| All | +42.7% | +76.6% | -33.8% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling