+170.2%
VEA vs CAH
+682.9%
-512.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -2.2% | +2.6% | +1.1% |
| 30D | +0.4% | +1.2% | -0.7% | -0.1% |
| 3M | +4.8% | +13.1% | -8.3% | -0.1% |
| 6M | +11.3% | +8.5% | +2.8% | +7.2% |
| YTD | +17.4% | +17.6% | -0.2% | +9.2% |
| 1Y | +26.2% | +60.7% | -34.5% | +3.3% |
| 3Y | +77.7% | +183.2% | -105.4% | +13.9% |
| 5Y | +60.9% | +402.2% | -341.3% | -20.2% |
| 10Y | +163.6% | +302.3% | -138.7% | +29.4% |
| All | +170.2% | +682.9% | -512.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 all: compounded portfolio wealth divided by compounded CAH 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…
all analysis · Full analysis span regression · 6 months rolling