-47.6%
CABA vs VT
+10.5%
-58.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.2% |
| 7D | -13.9% | -2.3% | -11.6% | -10.5% |
| 30D | -34.0% | -5.0% | -29.1% | -28.6% |
| 3M | -52.9% | -4.9% | -48.0% | -48.9% |
| 6M | -65.1% | -1.5% | -63.6% | -63.6% |
| YTD | -40.6% | +8.5% | -49.1% | -46.3% |
| 1Y | -47.6% | +11.4% | -59.0% | -55.0% |
| All | -47.6% | +10.5% | -58.1% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling