+644.6%
VRT vs CAH
+184.7%
+459.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.0% |
| 7D | +13.6% | +0.5% | +13.1% | +13.5% |
| 30D | +6.8% | +1.7% | +5.0% | +6.5% |
| 3M | -3.2% | +17.9% | -21.1% | -5.3% |
| 6M | +20.3% | +10.9% | +9.4% | +19.0% |
| YTD | +79.6% | +17.9% | +61.7% | +76.6% |
| 1Y | +139.0% | +61.7% | +77.3% | +125.3% |
| 3Y | +644.6% | +183.7% | +460.9% | +547.4% |
| All | +644.6% | +184.7% | +459.9% | +547.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling