+25.0%
CADL vs VT
+61.8%
-36.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.5% |
| 7D | +5.0% | -2.3% | +7.4% | +8.8% |
| 30D | -10.9% | -5.0% | -5.9% | -4.2% |
| 3M | -17.3% | -4.9% | -12.4% | -11.0% |
| 6M | +14.7% | -1.5% | +16.2% | +18.5% |
| YTD | +54.9% | +8.5% | +46.4% | +42.6% |
| 1Y | +77.1% | +11.4% | +65.8% | +58.4% |
| 3Y | +840.9% | +70.1% | +770.8% | +435.4% |
| 5Y | -19.1% | +53.7% | -72.9% | -38.2% |
| All | +25.0% | +61.8% | -36.8% | -29.6% |
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