+148.6%
CVE vs VIG
+262.6%
-114.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +5.9% | +3.5% | +2.5% | +1.5% |
| 30D | -10.9% | +4.9% | -15.8% | -16.5% |
| 3M | -4.5% | +2.5% | -7.0% | -8.1% |
| 6M | -1.0% | +11.0% | -12.0% | -14.2% |
| YTD | +74.7% | +16.0% | +58.8% | +42.2% |
| 1Y | +65.8% | +17.5% | +48.3% | +32.3% |
| 3Y | +73.2% | +67.0% | +6.2% | -13.0% |
| 5Y | +155.6% | +64.8% | +90.8% | +29.3% |
| All | +148.6% | +262.6% | -114.1% | -33.2% |
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