-88.4%
CANG vs VT
+149.3%
-237.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -16.4% | -1.1% | -15.3% | -15.7% |
| 30D | -16.4% | -1.0% | -15.5% | -15.3% |
| 3M | -36.9% | +3.2% | -40.1% | -38.1% |
| 6M | -71.4% | +12.5% | -83.9% | -73.3% |
| YTD | -87.8% | +14.1% | -101.9% | -88.7% |
| 1Y | -92.0% | +18.9% | -110.9% | -92.7% |
| 3Y | -68.2% | +74.1% | -142.3% | -76.6% |
| 5Y | -73.5% | +66.9% | -140.4% | -79.7% |
| All | -88.4% | +149.3% | -237.7% | -92.3% |
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