+609.6%
CVCO vs VT
+223.7%
+385.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +1.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | +26.2% | -2.6% | +28.8% | +30.7% |
| 3M | +13.5% | -3.2% | +16.7% | +18.7% |
| 6M | +38.7% | +0.9% | +37.7% | +36.4% |
| YTD | +13.8% | +11.3% | +2.4% | -2.3% |
| 1Y | +16.6% | +14.0% | +2.6% | -3.3% |
| 3Y | +166.6% | +75.8% | +90.7% | +18.0% |
| 5Y | +128.0% | +57.8% | +70.2% | +21.4% |
| 10Y | +609.6% | +219.8% | +389.8% | +40.8% |
| All | +609.6% | +223.7% | +385.9% | +40.8% |
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