+36.7%
CGCV vs VT
+40.0%
-3.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.0% | -2.3% | +0.3% | -0.4% |
| 30D | +0.7% | -5.0% | +5.6% | +4.2% |
| 3M | -2.2% | -4.9% | +2.7% | +1.2% |
| 6M | +4.3% | -1.5% | +5.9% | +5.1% |
| YTD | +9.1% | +8.5% | +0.6% | +2.1% |
| 1Y | +12.2% | +11.4% | +0.8% | +2.9% |
| All | +36.7% | +40.0% | -3.3% | +5.1% |
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