-23.3%
CANE vs VT
+215.5%
-238.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -5.4% | -2.3% | -3.1% | -5.1% |
| 30D | -10.3% | -5.0% | -5.3% | -9.6% |
| 3M | +8.0% | -4.9% | +12.9% | +8.8% |
| 6M | +10.5% | -1.5% | +12.1% | +10.7% |
| YTD | +12.9% | +8.5% | +4.4% | +11.2% |
| 1Y | +19.8% | +11.4% | +8.4% | +17.4% |
| 3Y | -28.8% | +70.1% | -98.9% | -35.6% |
| 5Y | +14.1% | +53.7% | -39.7% | +5.0% |
| All | -23.3% | +215.5% | -238.8% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling