+25.0%
CAE vs VT
+75.6%
-50.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -2.4% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | +15.5% | -1.7% | +17.2% | +17.4% |
| 3M | +0.8% | -2.3% | +3.1% | +3.2% |
| 6M | +5.0% | +1.5% | +3.5% | +2.6% |
| YTD | -10.0% | +12.0% | -22.0% | -21.3% |
| 1Y | -0.1% | +12.9% | -13.0% | -13.3% |
| All | +25.0% | +75.6% | -50.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling