+432.5%
CVCO vs VT
+222.7%
+209.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -0.8% |
| 7D | -4.1% | -0.1% | -4.0% | -3.9% |
| 30D | -7.6% | -0.7% | -6.9% | -6.7% |
| 3M | -6.8% | +4.0% | -10.8% | -11.9% |
| 6M | +2.3% | +12.3% | -10.0% | -13.0% |
| YTD | -8.8% | +14.0% | -22.8% | -24.1% |
| 1Y | -0.5% | +20.3% | -20.8% | -23.4% |
| 3Y | +97.8% | +75.4% | +22.3% | -11.2% |
| 5Y | +112.3% | +66.0% | +46.4% | +5.9% |
| 10Y | +432.5% | +228.2% | +204.4% | +16.4% |
| All | +432.5% | +222.7% | +209.9% | +16.4% |
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