-38.1%
CADL vs VT
+57.0%
-95.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.1% | -0.3% | -25.8% | -25.7% |
| 7D | -29.1% | +2.4% | -31.5% | -31.0% |
| 30D | -31.6% | -1.5% | -30.1% | -29.7% |
| 3M | -47.5% | -4.1% | -43.3% | -44.0% |
| 6M | -30.6% | +0.6% | -31.2% | -30.1% |
| YTD | +9.7% | +11.0% | -1.3% | -1.3% |
| 1Y | +34.5% | +13.3% | +21.1% | +18.4% |
| 3Y | +581.3% | +73.4% | +507.9% | +291.3% |
| All | -38.1% | +57.0% | -95.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling