+158.5%
CNA vs VT
+222.7%
-64.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.6% |
| 7D | +0.4% | +2.9% | -2.5% | -1.9% |
| 30D | +3.3% | -2.5% | +5.8% | +5.1% |
| 3M | -3.8% | -3.3% | -0.5% | -1.6% |
| 6M | +13.8% | +1.5% | +12.2% | +11.0% |
| YTD | +8.6% | +11.4% | -2.7% | -2.4% |
| 1Y | +14.0% | +11.9% | +2.0% | +1.8% |
| 3Y | +56.4% | +73.9% | -17.5% | -7.2% |
| 5Y | +56.2% | +57.9% | -1.6% | +0.7% |
| All | +158.5% | +222.7% | -64.2% | -18.1% |
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 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