+1,727.6%
CVCO vs VT
+346.0%
+1,381.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.1% |
| 7D | +3.2% | -2.3% | +5.5% | +6.1% |
| 30D | +18.1% | -5.0% | +23.1% | +24.9% |
| 3M | +10.4% | -4.9% | +15.3% | +16.8% |
| 6M | +27.7% | -1.5% | +29.2% | +29.8% |
| YTD | +8.1% | +8.5% | -0.4% | -1.1% |
| 1Y | +11.3% | +11.4% | -0.1% | -1.2% |
| 3Y | +146.4% | +70.1% | +76.4% | +36.5% |
| 5Y | +139.1% | +53.7% | +85.3% | +52.6% |
| 10Y | +605.6% | +220.0% | +385.6% | +125.1% |
| All | +1,727.6% | +346.0% | +1,381.5% | +318.8% |
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