-17.7%
CAI vs VT
+27.2%
-44.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.4% |
| 7D | -8.7% | +2.4% | -11.0% | -12.1% |
| 30D | -23.8% | -1.5% | -22.3% | -20.7% |
| 3M | +3.9% | -4.1% | +8.0% | +12.1% |
| 6M | +56.8% | +0.6% | +56.3% | +58.9% |
| YTD | -14.6% | +11.0% | -25.6% | -25.2% |
| 1Y | -5.2% | +13.3% | -18.5% | -19.0% |
| All | -17.7% | +27.2% | -44.9% | -41.6% |
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