-99.0%
CABO vs VT
+214.8%
-313.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.6% |
| 7D | -3.0% | -4.2% | +1.2% | +0.5% |
| 30D | -60.2% | -5.8% | -54.4% | -58.2% |
| 3M | -88.1% | -5.2% | -82.9% | -87.5% |
| 6M | -91.8% | +0.1% | -92.0% | -91.9% |
| YTD | -95.4% | +8.2% | -103.7% | -95.8% |
| 1Y | -96.4% | +10.1% | -106.5% | -96.7% |
| 3Y | -99.1% | +69.7% | -168.8% | -99.4% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.8% |
| All | -99.0% | +214.8% | -313.8% | -99.6% |
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 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