+112.0%
VSH vs CAI
-31.3%
+143.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.6% |
| 7D | +4.1% | -2.2% | +6.2% | +4.4% |
| 30D | -4.2% | +52.4% | -56.6% | -10.4% |
| 3M | -50.0% | +45.1% | -95.1% | -52.8% |
| 6M | +80.2% | +26.2% | +53.9% | +71.2% |
| YTD | +121.1% | -7.1% | +128.2% | +127.1% |
| 1Y | +112.0% | -31.0% | +143.0% | +135.6% |
| All | +112.0% | -31.3% | +143.3% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling