-11.7%
CAF vs VT
+53.2%
-64.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +3.3% |
| 7D | +4.5% | -4.2% | +8.7% | +6.9% |
| 30D | -6.2% | -5.8% | -0.4% | -3.2% |
| 3M | -12.9% | -5.2% | -7.7% | -10.4% |
| 6M | -12.7% | +0.1% | -12.8% | -12.8% |
| YTD | -4.3% | +8.2% | -12.5% | -8.4% |
| 1Y | +1.6% | +10.1% | -8.6% | -3.7% |
| 3Y | +43.1% | +69.7% | -26.5% | +7.5% |
| 5Y | -11.7% | +53.4% | -65.1% | -31.0% |
| All | -11.7% | +53.2% | -64.9% | -31.0% |
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