-85.8%
CABA vs VT
+137.9%
-223.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -2.3% |
| 7D | -6.6% | -0.3% | -6.3% | -6.2% |
| 30D | -31.7% | -1.4% | -30.3% | -30.2% |
| 3M | -48.7% | -1.4% | -47.3% | -47.5% |
| 6M | -62.9% | +5.5% | -68.4% | -65.4% |
| YTD | -35.2% | +12.8% | -48.0% | -44.7% |
| 1Y | -47.4% | +15.4% | -62.8% | -56.5% |
| 3Y | -91.1% | +76.9% | -168.0% | -95.5% |
| 5Y | -89.3% | +60.4% | -149.7% | -93.6% |
| All | -85.8% | +137.9% | -223.7% | -92.6% |
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