+397.8%
CNA vs VT
+346.0%
+51.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -2.8% | -2.3% | -0.5% | -0.5% |
| 30D | +3.2% | -5.0% | +8.1% | +8.6% |
| 3M | -9.2% | -4.9% | -4.3% | -4.7% |
| 6M | +11.2% | -1.5% | +12.8% | +11.2% |
| YTD | +6.5% | +8.5% | -2.0% | -5.2% |
| 1Y | +16.1% | +11.4% | +4.8% | +0.2% |
| 3Y | +51.2% | +70.1% | -18.8% | -21.6% |
| 5Y | +52.2% | +53.7% | -1.5% | -13.7% |
| 10Y | +174.0% | +220.0% | -46.0% | -37.8% |
| All | +397.8% | +346.0% | +51.8% | -39.1% |
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