+1,934.0%
VRT vs CAH
+607.3%
+1,326.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | -29.6% | +21.8% | -51.4% | -33.7% |
| 6M | -45.4% | +51.5% | -96.9% | -51.9% |
| YTD | +24.8% | +38.1% | -13.3% | +12.8% |
| 1Y | +23.6% | +37.7% | -14.1% | +11.8% |
| 3Y | +379.7% | +179.6% | +200.1% | +240.9% |
| 5Y | +660.3% | +504.9% | +155.4% | +321.5% |
| All | +1,934.0% | +607.3% | +1,326.7% | +973.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling