+12.2%
VFC vs CAI
-11.0%
+23.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.7% |
| 7D | -2.3% | -3.1% | +0.8% | -1.9% |
| 30D | -13.4% | +2.7% | -16.0% | -13.9% |
| 3M | -23.7% | +41.7% | -65.4% | -28.2% |
| 6M | -24.5% | +26.5% | -50.9% | -28.2% |
| YTD | -27.8% | -10.9% | -16.9% | -28.6% |
| 1Y | -13.5% | -29.2% | +15.8% | -11.5% |
| All | +12.2% | -11.0% | +23.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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