-8.7%
CAI vs VLTO
+22.3%
-31.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | -20.3% | +2.0% | -22.4% | -21.1% |
| 30D | -13.9% | +21.8% | -35.7% | -24.2% |
| 3M | +12.4% | +20.2% | -7.8% | -0.1% |
| 6M | +58.3% | +36.3% | +22.0% | +27.6% |
| YTD | -5.2% | +18.8% | -24.1% | -14.5% |
| 1Y | -0.2% | +20.4% | -20.6% | -11.0% |
| All | -8.7% | +22.3% | -31.0% | -13.4% |
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