+130.1%
CVE vs VIG
+267.0%
-136.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -2.5% |
| 7D | -10.1% | +0.4% | -10.5% | -10.9% |
| 30D | -12.1% | +4.3% | -16.4% | -17.0% |
| 3M | -1.9% | +2.0% | -3.9% | -5.0% |
| 6M | -1.8% | +10.2% | -12.0% | -14.2% |
| YTD | +65.8% | +14.8% | +51.0% | +36.6% |
| 1Y | +60.8% | +17.5% | +43.4% | +28.4% |
| 3Y | +70.1% | +67.4% | +2.7% | -14.9% |
| 5Y | +134.8% | +63.4% | +71.4% | +19.9% |
| 10Y | +130.1% | +259.9% | -129.8% | -37.5% |
| All | +130.1% | +267.0% | -136.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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