+22.7%
VIG vs CAI
-9.9%
+32.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | -1.1% | -2.9% | +1.8% | -1.0% |
| 30D | -2.7% | +9.3% | -12.1% | -3.2% |
| 3M | +2.5% | +35.2% | -32.7% | +1.0% |
| 6M | +9.2% | +30.7% | -21.5% | +7.3% |
| YTD | +9.8% | -9.8% | +19.6% | +9.0% |
| 1Y | +12.4% | -28.9% | +41.2% | +12.3% |
| All | +22.7% | -9.9% | +32.6% | +21.8% |
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