-18.9%
VST vs CAI
-28.5%
+9.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +9.9% | +0.2% | +9.7% | +9.8% |
| 30D | +7.9% | +9.1% | -1.2% | +6.4% |
| 3M | +3.4% | +53.8% | -50.4% | -3.6% |
| 6M | -4.1% | +33.5% | -37.6% | -9.3% |
| YTD | -5.7% | -8.0% | +2.3% | -8.8% |
| 1Y | -18.9% | -28.7% | +9.8% | -23.9% |
| All | -18.9% | -28.5% | +9.6% | -23.9% |
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