+24.3%
VT vs CAI
-3.6%
+27.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.6% | +17.6% | -2.7% |
| 7D | -4.2% | -28.0% | +23.8% | -2.3% |
| 30D | -5.8% | -5.2% | -0.6% | -5.4% |
| 3M | -5.2% | +58.2% | -63.5% | -7.9% |
| 6M | +0.1% | +37.4% | -37.2% | -2.2% |
| YTD | +8.2% | -3.5% | +11.8% | +6.8% |
| 1Y | +10.1% | -10.9% | +21.0% | +8.9% |
| All | +24.3% | -3.6% | +27.8% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling