-14.2%
CAI vs VLTO
-2.0%
-12.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.6% |
| 7D | -3.1% | -2.6% | -0.5% | -1.4% |
| 30D | +2.7% | -2.5% | +5.2% | +4.4% |
| 3M | +41.7% | +10.1% | +31.6% | +30.6% |
| 6M | +26.5% | +1.0% | +25.5% | +26.2% |
| YTD | -10.9% | -4.8% | -6.1% | -7.3% |
| 1Y | -29.2% | -9.3% | -19.9% | -23.3% |
| All | -14.2% | -2.0% | -12.2% | -6.1% |
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