-100.0%
CANF vs VOO
+311.2%
-411.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.5% | -3.7% |
| 7D | -6.9% | +3.3% | -10.1% | -8.1% |
| 30D | -23.6% | -2.7% | -20.9% | -22.7% |
| 3M | -56.7% | -1.7% | -54.9% | -56.4% |
| 6M | -56.0% | +3.1% | -59.2% | -56.6% |
| YTD | -62.7% | +11.9% | -74.7% | -64.4% |
| 1Y | -80.9% | +12.1% | -93.0% | -81.7% |
| 3Y | -96.2% | +78.6% | -174.7% | -96.9% |
| 5Y | -99.4% | +73.8% | -173.2% | -99.6% |
| All | -100.0% | +311.2% | -411.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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