+222.7%
VT vs CAH
+412.5%
-189.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +2.9% | +3.9% | -1.0% | +2.0% |
| 30D | -2.5% | +16.0% | -18.5% | -6.0% |
| 3M | -3.3% | +19.1% | -22.4% | -7.5% |
| 6M | +1.5% | +53.0% | -51.5% | -8.9% |
| YTD | +11.4% | +36.6% | -25.3% | +2.2% |
| 1Y | +11.9% | +37.4% | -25.5% | +2.6% |
| 3Y | +73.9% | +178.8% | -105.0% | +29.4% |
| 5Y | +57.9% | +498.6% | -440.7% | -7.1% |
| All | +222.7% | +412.5% | -189.8% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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