-5.0%
CAAS vs VT
+356.1%
-361.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -5.0% | -1.6% | -3.4% | -3.9% |
| 30D | -9.3% | -2.5% | -6.8% | -7.6% |
| 3M | -6.7% | -1.3% | -5.4% | -5.9% |
| 6M | -5.2% | +3.1% | -8.3% | -7.8% |
| YTD | -1.6% | +10.9% | -12.6% | -9.6% |
| 1Y | -1.2% | +12.1% | -13.2% | -9.9% |
| 3Y | +48.5% | +73.9% | -25.4% | -3.2% |
| 5Y | +32.4% | +58.0% | -25.6% | -7.7% |
| 10Y | +32.0% | +225.5% | -193.4% | -51.7% |
| All | -5.0% | +356.1% | -361.1% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling