+69.9%
VRT vs CAI
-14.7%
+84.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -3.2% |
| 7D | +10.5% | -8.7% | +19.2% | +11.7% |
| 30D | -9.3% | -23.8% | +14.5% | -5.6% |
| 3M | -29.6% | +3.9% | -33.5% | -28.1% |
| 6M | -45.4% | +56.8% | -102.2% | -46.5% |
| YTD | +24.8% | -14.6% | +39.4% | +28.1% |
| 1Y | +23.6% | -5.2% | +28.8% | +26.5% |
| All | +69.9% | -14.7% | +84.6% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling