+117.9%
CAMT vs VT
+53.2%
+64.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -1.3% |
| 7D | -27.4% | -4.2% | -23.3% | -21.0% |
| 30D | -40.5% | -5.8% | -34.7% | -32.7% |
| 3M | -37.7% | -5.2% | -32.5% | -30.0% |
| 6M | -53.4% | +0.1% | -53.5% | -51.4% |
| YTD | -13.6% | +8.2% | -21.8% | -21.4% |
| 1Y | -25.7% | +10.1% | -35.8% | -34.5% |
| 3Y | +65.5% | +69.7% | -4.2% | -27.8% |
| 5Y | +117.9% | +53.4% | +64.6% | +29.6% |
| All | +117.9% | +53.2% | +64.7% | +29.6% |
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