+11.4%
VT vs CAI
-15.9%
+27.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | -2.3% | -26.5% | +24.2% | -0.3% |
| 30D | -5.0% | -6.9% | +1.9% | -4.3% |
| 3M | -4.9% | +26.1% | -31.0% | -6.4% |
| 6M | -1.5% | +31.9% | -33.4% | -3.8% |
| YTD | +8.5% | -6.5% | +15.0% | +6.7% |
| 1Y | +11.4% | +2.5% | +8.9% | +9.0% |
| All | +11.4% | -15.9% | +27.2% | +9.0% |
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