+320.2%
CVE vs VIG
+63.1%
+257.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.9% |
| 7D | +2.5% | -0.4% | +2.9% | +2.9% |
| 30D | +16.7% | -1.0% | +17.7% | +17.7% |
| 3M | +9.3% | +2.8% | +6.5% | +6.1% |
| 6M | +43.6% | +8.2% | +35.4% | +32.1% |
| YTD | +93.6% | +11.0% | +82.6% | +73.4% |
| 1Y | +98.8% | +16.1% | +82.6% | +69.7% |
| 3Y | +73.6% | +56.2% | +17.4% | +10.1% |
| All | +320.2% | +63.1% | +257.0% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling