+20.4%
CANE price history and return analytics
+66.2%
-45.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | +8.0% | -0.2% | +8.2% | +8.0% |
| 3M | +19.3% | +4.5% | +14.7% | +18.8% |
| 6M | +21.4% | +14.1% | +7.4% | +19.8% |
| YTD | +17.8% | +14.8% | +3.1% | +16.2% |
| 1Y | +9.3% | +21.2% | -11.9% | +7.1% |
| 3Y | -21.4% | +76.6% | -98.0% | -26.7% |
| 5Y | +20.4% | +66.6% | -46.2% | +16.0% |
| All | +20.4% | +66.2% | -45.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling