-3.4%
CABR vs VT
+13.9%
-17.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -21.1% | +2.4% | -23.5% | -22.1% |
| 30D | -38.1% | -1.5% | -36.6% | -37.2% |
| 3M | -38.6% | -4.1% | -34.5% | -37.0% |
| 6M | -24.1% | +0.6% | -24.6% | -24.6% |
| YTD | -6.2% | +11.0% | -17.3% | -23.2% |
| All | -3.4% | +13.9% | -17.3% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling