+19.5%
CAOS vs VT
+76.7%
-57.2%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.7% |
| 7D | +0.7% | -4.2% | +4.9% | +0.6% |
| 30D | +0.9% | -5.8% | +6.7% | +0.7% |
| 3M | +1.8% | -5.2% | +7.1% | +1.6% |
| 6M | +1.6% | +0.1% | +1.5% | +1.7% |
| YTD | +2.5% | +8.2% | -5.8% | +2.8% |
| 1Y | +2.2% | +10.1% | -8.0% | +2.5% |
| 3Y | +11.4% | +69.7% | -58.3% | +5.6% |
| All | +19.5% | +76.7% | -57.2% | +9.5% |
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