+1,947.0%
CACC vs VT
+346.0%
+1,601.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +13.9% | -2.3% | +16.2% | +16.2% |
| 30D | -0.6% | -5.0% | +4.4% | +4.6% |
| 3M | -8.9% | -4.9% | -4.0% | -4.3% |
| 6M | -1.9% | -1.5% | -0.4% | -0.8% |
| YTD | +19.4% | +8.5% | +10.9% | +9.8% |
| 1Y | +27.2% | +11.4% | +15.8% | +14.0% |
| 3Y | +23.1% | +70.1% | -46.9% | -26.3% |
| 5Y | -22.8% | +53.7% | -76.5% | -47.6% |
| 10Y | +216.8% | +220.0% | -3.2% | +13.0% |
| All | +1,947.0% | +346.0% | +1,601.0% | +508.0% |
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