+33.6%
CADL vs VT
+65.3%
-31.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | +6.0% | -0.1% | +6.2% | +6.9% |
| 30D | -5.9% | -3.1% | -2.9% | -1.3% |
| 3M | -11.0% | -3.5% | -7.5% | -5.8% |
| 6M | +12.0% | +0.5% | +11.5% | +12.9% |
| YTD | +65.5% | +10.8% | +54.7% | +48.5% |
| 1Y | +84.4% | +11.9% | +72.5% | +63.9% |
| 3Y | +935.4% | +73.0% | +862.5% | +476.3% |
| 5Y | -14.9% | +58.6% | -73.5% | -38.5% |
| All | +33.6% | +65.3% | -31.7% | -26.7% |
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