-100.0%
CANF vs VT
+345.2%
-445.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -22.0% | -1.4% | -20.5% | -21.4% |
| 3M | -47.6% | -1.4% | -46.3% | -47.3% |
| 6M | -49.7% | +5.5% | -55.2% | -51.1% |
| YTD | -58.3% | +12.8% | -71.1% | -60.8% |
| 1Y | -79.6% | +15.4% | -95.1% | -81.1% |
| 3Y | -96.2% | +76.9% | -173.0% | -97.1% |
| 5Y | -99.5% | +60.4% | -159.9% | -99.6% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +345.2% | -445.2% | -100.0% |
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 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