+144.5%
VRT vs CAI
-8.1%
+152.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | +13.6% | +0.2% | +13.5% | +13.6% |
| 30D | +6.8% | +9.1% | -2.4% | +6.1% |
| 3M | -3.2% | +53.8% | -57.0% | -6.8% |
| 6M | +20.3% | +33.5% | -13.2% | +17.2% |
| YTD | +79.6% | -8.0% | +87.6% | +79.1% |
| 1Y | +139.0% | -28.7% | +167.7% | +139.0% |
| All | +144.5% | -8.1% | +152.6% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling