-45.4%
VRT vs CAH
+55.6%
-100.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.1% |
| 7D | +10.5% | +3.5% | +7.1% | +12.5% |
| 30D | -9.3% | +13.5% | -22.8% | -3.1% |
| 3M | -29.6% | +21.8% | -51.4% | -23.6% |
| 6M | -45.4% | +51.5% | -96.9% | -32.9% |
| All | -45.4% | +55.6% | -100.9% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling