+528.7%
CAC vs VT
+363.9%
+164.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.7% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | +5.3% | -1.4% | +6.8% | +6.9% |
| 3M | +0.4% | -1.4% | +1.8% | +1.7% |
| 6M | +25.8% | +5.5% | +20.4% | +17.8% |
| YTD | +41.9% | +12.8% | +29.1% | +23.2% |
| 1Y | +60.9% | +15.4% | +45.5% | +36.3% |
| 3Y | +108.5% | +76.9% | +31.7% | +11.3% |
| 5Y | +51.4% | +60.4% | -9.0% | -12.8% |
| 10Y | +158.9% | +232.8% | -73.8% | -35.5% |
| All | +528.7% | +363.9% | +164.8% | +1.0% |
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 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