+654.4%
VRT vs CAH
+505.3%
+149.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | +10.5% | +3.5% | +7.1% | +9.5% |
| 30D | -9.3% | +13.5% | -22.8% | -12.8% |
| 3M | -29.6% | +21.8% | -51.4% | -34.0% |
| 6M | -45.4% | +51.5% | -96.9% | -52.8% |
| YTD | +24.8% | +38.1% | -13.3% | +11.5% |
| 1Y | +23.6% | +37.7% | -14.1% | +10.5% |
| 3Y | +379.7% | +179.6% | +200.1% | +204.9% |
| All | +654.4% | +505.3% | +149.1% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling