-14.4%
CAI vs VT
+27.6%
-42.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.2% |
| 7D | -8.0% | +2.9% | -10.8% | -12.1% |
| 30D | -18.9% | -2.5% | -16.4% | -14.5% |
| 3M | +7.6% | -3.3% | +11.0% | +14.8% |
| 6M | +43.0% | +1.5% | +41.4% | +42.6% |
| YTD | -11.2% | +11.4% | -22.6% | -22.6% |
| 1Y | -3.3% | +11.9% | -15.2% | -16.0% |
| All | -14.4% | +27.6% | -42.0% | -39.6% |
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