+62.8%
CVE vs VIG
+630.1%
-567.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | +1.6% |
| 7D | -14.1% | -2.0% | -12.1% | -12.2% |
| 30D | -11.6% | +2.7% | -14.4% | -15.2% |
| 3M | 0.0% | +0.3% | -0.3% | -1.2% |
| 6M | -8.4% | +7.6% | -16.0% | -17.9% |
| YTD | +65.9% | +12.5% | +53.4% | +39.1% |
| 1Y | +69.4% | +14.8% | +54.6% | +38.1% |
| 3Y | +55.9% | +63.2% | -7.3% | -21.2% |
| 5Y | +146.2% | +60.2% | +86.0% | +25.7% |
| 10Y | +140.6% | +262.8% | -122.2% | -56.8% |
| All | +62.8% | +630.1% | -567.3% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling