+35.0%
VXUS vs CAI
-8.1%
+43.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +1.0% | +9.1% | -8.1% | +0.4% |
| 3M | +5.7% | +53.8% | -48.1% | +2.7% |
| 6M | +13.6% | +33.5% | -19.9% | +10.8% |
| YTD | +17.4% | -8.0% | +25.4% | +16.0% |
| 1Y | +25.1% | -28.7% | +53.8% | +24.7% |
| All | +35.0% | -8.1% | +43.1% | +32.9% |
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