+196.5%
CACC vs VT
+221.4%
-24.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -0.1% | +1.0% | -1.1% | -1.3% |
| 30D | +1.4% | -0.2% | +1.6% | +1.7% |
| 3M | +5.5% | +4.5% | +1.0% | -0.5% |
| 6M | +19.3% | +14.1% | +5.2% | +0.9% |
| YTD | +33.9% | +14.8% | +19.1% | +12.4% |
| 1Y | +15.7% | +21.2% | -5.5% | -8.9% |
| 3Y | +22.4% | +76.6% | -54.2% | -38.8% |
| 5Y | -8.7% | +66.6% | -75.2% | -50.3% |
| 10Y | +196.5% | +222.3% | -25.7% | -25.8% |
| All | +196.5% | +221.4% | -24.9% | -25.8% |
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