-100.0%
CRVO vs VT
+374.2%
-474.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | -8.9% | +1.0% | -9.9% | -9.0% |
| 3M | -17.9% | +2.4% | -20.3% | -18.1% |
| 6M | -36.3% | +12.0% | -48.3% | -37.1% |
| YTD | -67.6% | +15.3% | -82.9% | -68.1% |
| 1Y | -74.9% | +22.6% | -97.5% | -75.4% |
| 3Y | -55.8% | +74.7% | -130.5% | -57.4% |
| 5Y | -94.0% | +66.1% | -160.2% | -94.3% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +374.2% | -474.2% | -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