-85.5%
CABA vs VT
+136.2%
-221.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.6% |
| 7D | +2.1% | -0.7% | +2.8% | +3.8% |
| 30D | -19.0% | -1.7% | -17.2% | -16.3% |
| 3M | -48.0% | -2.3% | -45.7% | -45.7% |
| 6M | -62.0% | +1.5% | -63.6% | -62.3% |
| YTD | -33.8% | +12.0% | -45.8% | -42.6% |
| 1Y | -41.3% | +12.9% | -54.2% | -49.6% |
| 3Y | -91.9% | +74.9% | -166.8% | -95.8% |
| 5Y | -88.5% | +59.9% | -148.4% | -93.1% |
| All | -85.5% | +136.2% | -221.7% | -92.4% |
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