-10.0%
CABR vs VT
+11.0%
-21.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.1% | -12.6% | -14.5% |
| 7D | -29.9% | -4.2% | -25.7% | -27.9% |
| 30D | -40.0% | -5.8% | -34.2% | -37.8% |
| 3M | -51.9% | -5.2% | -46.7% | -50.3% |
| 6M | -20.9% | +0.1% | -21.0% | -22.7% |
| YTD | -12.6% | +8.2% | -20.8% | -27.4% |
| All | -10.0% | +11.0% | -21.0% | -37.9% |
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