-85.4%
CAST price history and return analytics
+6.8%
-92.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.6% |
| 7D | +2.3% | -2.3% | +4.6% | +7.5% |
| 30D | +11.8% | -5.0% | +16.7% | +28.1% |
| 3M | +8.1% | -4.9% | +13.0% | +17.3% |
| 6M | -28.1% | -1.5% | -26.6% | -28.1% |
| All | -85.4% | +6.8% | -92.2% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling