-21.9%
CAE price history and return analytics
+63.7%
-85.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.5% |
| 7D | -3.3% | -2.0% | -1.3% | -0.8% |
| 30D | -12.8% | -1.4% | -11.4% | -11.2% |
| 3M | -6.7% | +4.7% | -11.4% | -12.5% |
| 6M | -16.9% | +11.4% | -28.3% | -28.4% |
| YTD | -22.2% | +13.1% | -35.2% | -34.2% |
| 1Y | -10.1% | +19.0% | -29.1% | -29.1% |
| 3Y | -0.8% | +73.9% | -74.7% | -53.9% |
| 5Y | -21.9% | +65.4% | -87.3% | -59.8% |
| All | -21.9% | +63.7% | -85.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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