+27.8%
VT vs CAI
-5.3%
+33.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | +0.4% | -20.3% | +20.7% | +1.8% |
| 30D | -2.6% | -13.9% | +11.3% | -1.7% |
| 3M | -3.2% | +12.4% | -15.7% | -3.9% |
| 6M | +0.9% | +58.3% | -57.4% | -2.1% |
| YTD | +11.3% | -5.2% | +16.5% | +9.9% |
| 1Y | +14.0% | -0.2% | +14.2% | +12.3% |
| All | +27.8% | -5.3% | +33.1% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling