+35.6%
CADL vs VT
+66.0%
-30.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.6% | +5.9% | +5.0% |
| 7D | +16.9% | +0.4% | +16.5% | +17.0% |
| 30D | -4.5% | -2.6% | -1.9% | -0.5% |
| 3M | -10.4% | -3.2% | -7.2% | -5.6% |
| 6M | +13.7% | +0.9% | +12.7% | +13.8% |
| YTD | +68.0% | +11.3% | +56.7% | +49.7% |
| 1Y | +88.3% | +14.0% | +74.3% | +63.5% |
| 3Y | +990.8% | +75.8% | +915.0% | +494.9% |
| 5Y | -15.0% | +57.8% | -72.9% | -37.2% |
| All | +35.6% | +66.0% | -30.5% | -26.1% |
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