+1,520.5%
CVCO vs VT
+374.2%
+1,146.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.9% |
| 30D | -3.7% | +1.0% | -4.6% | -4.7% |
| 3M | +2.9% | +2.4% | +0.5% | +0.1% |
| 6M | -2.3% | +12.0% | -14.3% | -13.8% |
| YTD | -4.2% | +15.3% | -19.5% | -18.1% |
| 1Y | +2.0% | +22.6% | -20.6% | -18.8% |
| 3Y | +99.1% | +74.7% | +24.4% | +7.3% |
| 5Y | +124.3% | +66.1% | +58.1% | +31.3% |
| 10Y | +428.9% | +225.0% | +203.9% | +64.6% |
| All | +1,520.5% | +374.2% | +1,146.3% | +246.8% |
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 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