+948.7%
VTI vs CAH
+616.9%
+331.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.4% | -2.2% | +1.9% | +0.4% |
| 30D | -1.6% | +1.2% | -2.8% | -2.1% |
| 3M | +3.6% | +13.1% | -9.5% | -0.9% |
| 6M | +13.0% | +8.5% | +4.6% | +9.3% |
| YTD | +12.7% | +17.6% | -4.9% | +5.4% |
| 1Y | +18.4% | +60.7% | -42.3% | -1.4% |
| 3Y | +76.4% | +183.2% | -106.7% | +18.1% |
| 5Y | +73.7% | +402.2% | -328.5% | -7.0% |
| 10Y | +302.5% | +302.3% | +0.2% | +115.4% |
| All | +948.7% | +616.9% | +331.8% | +269.9% |
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