+59.9%
VT vs CAH
+512.9%
-453.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | +5.9% | -6.6% | -1.6% |
| 30D | -1.7% | +16.5% | -18.3% | -4.1% |
| 3M | -2.3% | +15.7% | -18.1% | -4.6% |
| 6M | +1.5% | +52.7% | -51.2% | -5.7% |
| YTD | +12.0% | +36.3% | -24.2% | +5.9% |
| 1Y | +12.9% | +36.7% | -23.9% | +6.5% |
| 3Y | +74.9% | +178.2% | -103.2% | +38.3% |
| 5Y | +59.9% | +515.8% | -455.8% | -7.2% |
| All | +59.9% | +512.9% | -453.0% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling