-100.0%
CRVO vs VT
+357.8%
-457.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.5% |
| 7D | +26.2% | +2.9% | +23.3% | +25.7% |
| 30D | -19.4% | -2.5% | -16.9% | -19.0% |
| 3M | -40.4% | -3.3% | -37.1% | -40.0% |
| 6M | -51.5% | +1.5% | -53.0% | -51.4% |
| YTD | -76.8% | +11.4% | -88.2% | -77.0% |
| 1Y | -75.3% | +11.9% | -87.2% | -75.5% |
| 3Y | -81.4% | +73.9% | -155.3% | -82.0% |
| 5Y | -94.3% | +57.9% | -152.2% | -94.6% |
| 10Y | -100.0% | +222.6% | -322.6% | -100.0% |
| All | -100.0% | +357.8% | -457.8% | -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