+7.1%
VG vs CAI
-27.8%
+34.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.7% | -2.2% | +3.9% | +1.7% |
| 30D | +16.0% | +52.4% | -36.4% | +16.7% |
| 3M | +9.7% | +45.1% | -35.4% | +10.3% |
| 6M | +29.6% | +26.2% | +3.3% | +30.6% |
| YTD | +112.0% | -7.1% | +119.1% | +116.0% |
| All | +7.1% | -27.8% | +34.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling