-25.6%
VST vs CAI
-5.3%
-20.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.2% |
| 7D | -0.5% | -20.3% | +19.8% | +1.7% |
| 30D | -17.1% | -13.9% | -3.2% | -15.8% |
| 3M | -4.6% | +12.4% | -17.0% | -6.3% |
| 6M | -9.1% | +58.3% | -67.4% | -14.9% |
| YTD | -16.6% | -5.2% | -11.4% | -19.7% |
| 1Y | -29.5% | -0.2% | -29.3% | -32.1% |
| All | -25.6% | -5.3% | -20.3% | -27.8% |
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 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