+222.0%
CAH vs VLTO
+56.1%
+165.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +7.8% | +2.0% | +5.8% | +7.5% |
| 30D | +15.5% | +21.8% | -6.3% | +11.5% |
| 3M | +16.3% | +20.2% | -3.9% | +12.5% |
| 6M | +50.0% | +36.3% | +13.7% | +42.0% |
| YTD | +34.7% | +18.8% | +15.9% | +30.2% |
| 1Y | +35.9% | +20.4% | +15.5% | +31.2% |
| 3Y | +178.5% | +71.9% | +106.6% | +174.3% |
| All | +222.0% | +56.1% | +165.9% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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