+46.6%
CASS vs VT
+66.2%
-19.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | -1.9% | +1.0% | -2.9% | -2.6% |
| 3M | +20.1% | +2.4% | +17.7% | +17.6% |
| 6M | +23.7% | +12.0% | +11.7% | +13.1% |
| YTD | +37.1% | +15.3% | +21.8% | +22.3% |
| 1Y | +32.0% | +22.6% | +9.5% | +12.3% |
| 3Y | +58.4% | +74.7% | -16.3% | +3.7% |
| All | +46.6% | +66.2% | -19.6% | -1.9% |
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