+31.7%
CADL vs VT
+67.1%
-35.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.9% |
| 7D | +1.9% | -0.7% | +2.6% | +3.3% |
| 30D | -5.7% | -1.7% | -4.0% | -2.9% |
| 3M | -13.4% | -2.3% | -11.1% | -9.9% |
| 6M | +4.2% | +1.5% | +2.7% | +3.5% |
| YTD | +63.2% | +12.0% | +51.1% | +44.2% |
| 1Y | +83.7% | +12.9% | +70.8% | +61.3% |
| 3Y | +921.0% | +74.9% | +846.1% | +459.6% |
| 5Y | -15.8% | +59.9% | -75.7% | -39.5% |
| All | +31.7% | +67.1% | -35.4% | -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