+107.5%
VSH vs CAI
-11.0%
+118.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +3.1% | -5.1% | +8.1% | +3.8% |
| 30D | -5.7% | +3.9% | -9.6% | -6.3% |
| 3M | -42.5% | +40.1% | -82.6% | -45.5% |
| 6M | +82.7% | +29.7% | +53.0% | +71.8% |
| YTD | +118.2% | -10.9% | +129.1% | +121.9% |
| 1Y | +109.7% | -28.0% | +137.7% | +121.7% |
| All | +107.5% | -11.0% | +118.5% | +118.1% |
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