+123.4%
VRT vs CAH
+65.8%
+57.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.3% |
| 7D | +9.1% | +5.4% | +3.7% | +9.2% |
| 30D | +0.9% | +3.3% | -2.4% | +1.0% |
| 3M | -13.4% | +22.8% | -36.2% | -13.2% |
| 6M | +11.7% | +11.3% | +0.4% | +12.5% |
| YTD | +73.2% | +21.1% | +52.1% | +77.4% |
| 1Y | +123.4% | +67.2% | +56.2% | +161.6% |
| All | +123.4% | +65.8% | +57.6% | +161.6% |
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