+16.8%
VFC vs CAI
-7.1%
+24.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | -11.6% | +52.4% | -64.0% | -17.7% |
| 3M | -18.1% | +45.1% | -63.2% | -23.2% |
| 6M | -27.4% | +26.2% | -53.6% | -30.9% |
| YTD | -24.8% | -7.1% | -17.7% | -26.0% |
| 1Y | -8.2% | -31.0% | +22.8% | -5.2% |
| All | +16.8% | -7.1% | +24.0% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling