+421.5%
CAH vs VT
+223.7%
+197.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.8% |
| 7D | +7.8% | +0.4% | +7.5% | +7.4% |
| 30D | +15.5% | -2.6% | +18.1% | +17.3% |
| 3M | +16.3% | -3.2% | +19.5% | +18.6% |
| 6M | +50.0% | +0.9% | +49.1% | +47.9% |
| YTD | +34.7% | +11.3% | +23.4% | +23.2% |
| 1Y | +35.9% | +14.0% | +21.9% | +22.1% |
| 3Y | +178.5% | +75.8% | +102.6% | +75.3% |
| 5Y | +515.7% | +57.8% | +457.8% | +320.3% |
| 10Y | +421.5% | +219.8% | +201.7% | +98.5% |
| All | +421.5% | +223.7% | +197.8% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling