-20.9%
VST vs CAI
-31.3%
+10.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +8.9% | -2.2% | +11.1% | +9.2% |
| 30D | +6.2% | +52.4% | -46.2% | -0.6% |
| 3M | -2.7% | +45.1% | -47.8% | -8.5% |
| 6M | -8.4% | +26.2% | -34.6% | -12.9% |
| YTD | -7.2% | -7.1% | -0.1% | -10.3% |
| 1Y | -20.9% | -31.0% | +10.1% | -26.8% |
| All | -20.9% | -31.3% | +10.4% | -26.8% |
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