+14.1%
CANE price history and return analytics
+57.4%
-43.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -8.8% | -2.6% | -6.2% | -8.6% |
| 3M | +3.2% | -3.2% | +6.4% | +3.4% |
| 6M | +11.5% | +0.9% | +10.5% | +11.3% |
| YTD | +12.6% | +11.3% | +1.3% | +11.4% |
| 1Y | +20.2% | +14.0% | +6.2% | +18.6% |
| 3Y | -28.5% | +75.8% | -104.3% | -33.0% |
| 5Y | +14.1% | +57.8% | -43.7% | +11.6% |
| All | +14.1% | +57.4% | -43.2% | +11.6% |
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