-22.1%
CANE vs VT
+217.6%
-239.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -9.2% | -3.1% | -6.2% | -8.8% |
| 3M | +2.2% | -3.5% | +5.7% | +2.8% |
| 6M | +11.0% | +0.5% | +10.5% | +10.8% |
| YTD | +12.1% | +10.8% | +1.3% | +10.0% |
| 1Y | +19.0% | +11.9% | +7.1% | +16.6% |
| 3Y | -27.7% | +73.0% | -100.7% | -34.8% |
| 5Y | +15.2% | +58.6% | -43.5% | +5.4% |
| 10Y | -22.1% | +219.2% | -241.3% | -42.0% |
| All | -22.1% | +217.6% | -239.8% | -42.0% |
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