+21.2%
VUG vs CAI
-14.7%
+35.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.6% |
| 7D | +2.5% | -8.7% | +11.2% | +3.2% |
| 30D | -6.3% | -23.8% | +17.6% | -4.3% |
| 3M | -6.0% | +3.9% | -9.9% | -6.0% |
| 6M | -3.5% | +56.8% | -60.4% | -6.3% |
| YTD | +3.9% | -14.6% | +18.5% | +3.5% |
| 1Y | +5.1% | -5.2% | +10.3% | +4.3% |
| All | +21.2% | -14.7% | +35.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling