+36.1%
CASS vs VT
+11.9%
+24.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.2% |
| 30D | +3.0% | -2.5% | +5.5% | +3.5% |
| 3M | -4.0% | -3.3% | -0.6% | -3.3% |
| 6M | +21.7% | +1.5% | +20.2% | +20.6% |
| YTD | +35.9% | +11.4% | +24.6% | +30.4% |
| 1Y | +36.1% | +11.9% | +24.2% | +30.2% |
| All | +36.1% | +11.9% | +24.2% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling