+348.0%
VT vs CAH
+1,030.1%
-682.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.9% |
| 7D | -4.2% | +6.7% | -10.8% | -6.4% |
| 30D | -5.8% | +14.7% | -20.5% | -10.5% |
| 3M | -5.2% | +12.0% | -17.2% | -9.4% |
| 6M | +0.1% | +36.2% | -36.1% | -11.3% |
| YTD | +8.2% | +31.3% | -23.0% | -3.6% |
| 1Y | +10.1% | +37.1% | -26.9% | -3.6% |
| 3Y | +69.7% | +178.3% | -108.7% | +9.6% |
| 5Y | +53.4% | +497.1% | -443.7% | -29.2% |
| 10Y | +219.2% | +439.8% | -220.6% | +36.5% |
| All | +348.0% | +1,030.1% | -682.1% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling