+1.4%
CAM vs VT
+13.0%
-11.6%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +2.0% | -2.5% | +4.5% | +2.1% |
| 3M | -0.4% | -1.3% | +0.9% | -0.3% |
| 6M | -0.5% | +3.1% | -3.6% | -0.6% |
| YTD | +0.3% | +10.9% | -10.7% | -0.2% |
| 1Y | +0.7% | +12.1% | -11.4% | +0.2% |
| All | +1.4% | +13.0% | -11.6% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling