-16.7%
VCLT vs CASY
+254.7%
-271.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | +0.2% | +5.0% | -4.7% | -0.1% |
| 30D | +2.3% | +8.2% | -5.9% | +1.8% |
| 3M | -1.1% | -18.2% | +17.1% | 0.0% |
| 6M | -4.2% | -18.6% | +14.4% | -3.2% |
| YTD | -3.4% | +26.8% | -30.2% | -6.0% |
| 1Y | -3.8% | +31.6% | -35.4% | -6.7% |
| 3Y | +14.7% | +156.5% | -141.8% | +3.3% |
| 5Y | -16.7% | +258.6% | -275.3% | -28.5% |
| All | -16.7% | +254.7% | -271.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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