-55.6%
CANE vs VT
+394.8%
-450.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.3% |
| 7D | -4.8% | -4.2% | -0.6% | -4.0% |
| 30D | -8.9% | -5.8% | -3.1% | -7.9% |
| 3M | +11.9% | -5.2% | +17.2% | +13.0% |
| 6M | +8.6% | +0.1% | +8.4% | +8.4% |
| YTD | +14.3% | +8.2% | +6.1% | +12.2% |
| 1Y | +21.8% | +10.1% | +11.7% | +19.1% |
| 3Y | -27.3% | +69.7% | -97.0% | -35.4% |
| 5Y | +15.5% | +53.4% | -37.8% | +4.5% |
| 10Y | -21.0% | +219.2% | -240.2% | -41.4% |
| All | -55.6% | +394.8% | -450.4% | -72.1% |
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