+18.6%
CAOS price history and return analytics
+81.8%
-63.2%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.8% | +2.9% | -3.7% | -0.7% |
| 30D | +0.1% | -2.5% | +2.6% | 0.0% |
| 3M | +1.0% | -3.3% | +4.3% | +0.8% |
| 6M | +0.8% | +1.5% | -0.7% | +0.9% |
| YTD | +1.7% | +11.4% | -9.7% | +2.1% |
| 1Y | +1.0% | +11.9% | -10.9% | +1.4% |
| 3Y | +10.3% | +73.9% | -63.6% | +4.8% |
| All | +18.6% | +81.8% | -63.2% | +8.7% |
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