-100.0%
CRVO vs VT
+356.5%
-456.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.3% | -7.4% | -7.6% |
| 7D | +19.0% | +2.4% | +16.7% | +18.7% |
| 30D | -26.2% | -1.5% | -24.7% | -26.0% |
| 3M | -42.3% | -4.1% | -38.2% | -41.9% |
| 6M | -54.6% | +0.6% | -55.1% | -54.5% |
| YTD | -78.6% | +11.0% | -89.6% | -78.8% |
| 1Y | -76.7% | +13.3% | -90.0% | -76.9% |
| 3Y | -82.6% | +73.4% | -156.0% | -83.1% |
| 5Y | -94.8% | +57.4% | -152.2% | -95.0% |
| 10Y | -100.0% | +221.7% | -321.7% | -100.0% |
| All | -100.0% | +356.5% | -456.5% | -100.0% |
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 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