+66.6%
VT vs CAH
+414.2%
-347.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.4% | +5.4% | -4.9% | -0.4% |
| 30D | +1.0% | +3.3% | -2.3% | +0.4% |
| 3M | +2.4% | +22.8% | -20.4% | -1.3% |
| 6M | +12.0% | +11.3% | +0.7% | +9.8% |
| YTD | +15.3% | +21.1% | -5.8% | +11.0% |
| 1Y | +22.6% | +67.2% | -44.7% | +9.7% |
| 3Y | +74.7% | +195.6% | -121.0% | +33.1% |
| All | +66.6% | +414.2% | -347.6% | +3.4% |
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