+7.0%
VO vs CAI
+43.5%
-36.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.2% |
| 7D | +3.1% | -8.7% | +11.8% | +3.6% |
| 30D | +2.2% | -23.8% | +26.0% | +3.8% |
| 3M | -2.5% | +3.9% | -6.4% | -2.0% |
| 6M | +7.0% | +56.8% | -49.9% | +4.0% |
| All | +7.0% | +43.5% | -36.6% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling