-33.3%
VST vs CAI
-3.7%
-29.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.1% | +13.6% | +11.0% |
| 7D | -9.8% | -26.5% | +16.7% | -6.2% |
| 30D | -25.1% | -6.9% | -18.2% | -24.3% |
| 3M | -11.6% | +26.1% | -37.7% | -16.0% |
| 6M | -20.9% | +31.9% | -52.8% | -26.1% |
| YTD | -22.3% | -6.5% | -15.8% | -24.5% |
| All | -33.3% | -3.7% | -29.7% | -35.7% |
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