-33.5%
CAST vs VT
+0.4%
-33.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +13.2% |
| 7D | -2.2% | -4.2% | +2.0% | +10.4% |
| 30D | +17.7% | -5.8% | +23.5% | +41.9% |
| 3M | +9.9% | -5.2% | +15.2% | +20.7% |
| 6M | -33.5% | +0.1% | -33.6% | -42.2% |
| All | -33.5% | +0.4% | -33.9% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling