+201.6%
CACC vs VT
+223.7%
-22.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -2.0% |
| 7D | +10.6% | +0.4% | +10.2% | +9.5% |
| 30D | -2.1% | -2.6% | +0.5% | +1.0% |
| 3M | -8.5% | -3.2% | -5.2% | -4.9% |
| 6M | +0.5% | +0.9% | -0.4% | -1.4% |
| YTD | +20.9% | +11.3% | +9.6% | +5.0% |
| 1Y | +26.9% | +14.0% | +12.9% | +7.2% |
| 3Y | +30.6% | +75.8% | -45.2% | -34.7% |
| 5Y | -18.7% | +57.8% | -76.5% | -52.9% |
| 10Y | +201.6% | +219.8% | -18.2% | -28.8% |
| All | +201.6% | +223.7% | -22.1% | -28.8% |
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