-9.9%
CAI vs VT
+24.3%
-34.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.5% |
| 7D | -26.5% | -2.3% | -24.2% | -22.3% |
| 30D | -6.9% | -5.0% | -1.9% | +2.3% |
| 3M | +26.1% | -4.9% | +31.0% | +38.7% |
| 6M | +31.9% | -1.5% | +33.4% | +37.6% |
| YTD | -6.5% | +8.5% | -15.0% | -14.9% |
| 1Y | +2.5% | +11.4% | -8.9% | -9.8% |
| All | -9.9% | +24.3% | -34.2% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling