+76.5%
VSH vs CAI
-14.7%
+91.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -3.5% |
| 7D | +14.3% | -8.7% | +23.0% | +16.2% |
| 30D | -7.9% | -23.8% | +16.0% | -2.6% |
| 3M | -19.9% | +3.9% | -23.7% | -19.3% |
| 6M | -30.5% | +56.8% | -87.4% | -34.3% |
| YTD | +85.7% | -14.6% | +100.3% | +92.6% |
| 1Y | +98.9% | -5.2% | +104.1% | +101.3% |
| All | +76.5% | -14.7% | +91.2% | +89.2% |
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