+13.8%
VRT vs CAH
+38.5%
-24.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.6% | -16.4% | -12.9% |
| 7D | -15.4% | +7.0% | -22.4% | -15.6% |
| 30D | -19.0% | +12.4% | -31.3% | -19.7% |
| 3M | -23.8% | +12.2% | -36.0% | -24.6% |
| 6M | -37.9% | +33.2% | -71.1% | -40.9% |
| YTD | +27.0% | +28.4% | -1.4% | +25.3% |
| 1Y | +13.8% | +35.0% | -21.2% | +11.2% |
| All | +13.8% | +38.5% | -24.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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