-86.6%
CANG vs VT
+150.8%
-237.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +15.8% | +1.0% | +14.8% | +15.0% |
| 30D | +27.5% | -0.2% | +27.8% | +28.5% |
| 3M | -35.5% | +4.5% | -40.0% | -37.4% |
| 6M | -69.6% | +14.1% | -83.6% | -71.9% |
| YTD | -85.8% | +14.8% | -100.6% | -86.9% |
| 1Y | -92.3% | +21.2% | -113.4% | -93.1% |
| 3Y | -63.3% | +76.6% | -139.8% | -73.2% |
| 5Y | -68.2% | +66.6% | -134.8% | -75.7% |
| All | -86.6% | +150.8% | -237.3% | -91.1% |
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