-10.5%
CAI vs VT
+32.1%
-42.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.7% |
| 30D | +52.4% | +1.0% | +51.4% | +50.7% |
| 3M | +45.1% | +2.4% | +42.7% | +40.6% |
| 6M | +26.2% | +12.0% | +14.2% | +6.1% |
| YTD | -7.1% | +15.3% | -22.4% | -24.1% |
| 1Y | -31.0% | +22.6% | -53.6% | -48.5% |
| All | -10.5% | +32.1% | -42.6% | -40.8% |
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