+10.5%
CAOS price history and return analytics
+74.0%
-63.5%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -0.2% |
| 30D | +0.2% | -1.5% | +1.7% | +0.1% |
| 3M | +1.1% | -4.1% | +5.2% | +0.7% |
| 6M | +0.9% | +0.6% | +0.4% | +1.1% |
| YTD | +1.8% | +11.0% | -9.2% | +3.3% |
| 1Y | +1.4% | +13.3% | -11.9% | +3.2% |
| 3Y | +10.5% | +73.4% | -62.9% | +16.2% |
| All | +10.5% | +74.0% | -63.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling