-26.8%
VG vs CAI
-11.3%
-15.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +4.8% |
| 7D | +15.1% | -8.0% | +23.1% | +15.2% |
| 30D | -4.2% | -18.9% | +14.7% | -3.5% |
| 3M | -3.1% | +7.6% | -10.7% | -2.3% |
| 6M | +0.3% | +43.0% | -42.6% | +1.0% |
| YTD | +95.5% | -11.2% | +106.7% | +100.7% |
| 1Y | +64.4% | -3.3% | +67.7% | +66.9% |
| All | -26.8% | -11.3% | -15.5% | -24.1% |
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