+169.6%
CNA vs VT
+215.5%
-45.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.8% | -2.3% | -0.5% | -1.1% |
| 30D | +3.2% | -5.0% | +8.1% | +7.1% |
| 3M | -9.2% | -4.9% | -4.3% | -5.9% |
| 6M | +11.2% | -1.5% | +12.8% | +11.3% |
| YTD | +6.5% | +8.5% | -2.0% | -2.3% |
| 1Y | +16.1% | +11.4% | +4.8% | +4.1% |
| 3Y | +51.2% | +70.1% | -18.8% | -8.7% |
| 5Y | +52.2% | +53.7% | -1.5% | +0.2% |
| All | +169.6% | +215.5% | -45.9% | -11.5% |
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