-3.1%
VCLT vs CASY
-17.3%
+14.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.3% |
| 7D | -0.6% | +5.8% | -6.4% | -0.5% |
| 30D | +2.8% | +10.7% | -7.9% | +3.0% |
| 3M | -0.4% | -13.9% | +13.5% | -0.9% |
| 6M | -3.1% | -18.4% | +15.3% | -3.5% |
| All | -3.1% | -17.3% | +14.2% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling