+109.5%
VSH vs CAI
-11.0%
+120.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | +3.5% | -3.1% | +6.6% | +4.0% |
| 30D | -4.4% | +2.7% | -7.1% | -4.8% |
| 3M | -45.8% | +41.7% | -87.5% | -48.7% |
| 6M | +90.1% | +26.5% | +63.7% | +79.8% |
| YTD | +120.3% | -10.9% | +131.3% | +124.1% |
| 1Y | +112.2% | -29.2% | +141.5% | +125.0% |
| All | +109.5% | -11.0% | +120.5% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling