+55.8%
CVE vs VLTO
+54.1%
+1.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -14.1% | +12.0% | -26.1% | -15.1% |
| 30D | -11.6% | +20.8% | -32.5% | -13.4% |
| 3M | 0.0% | +20.1% | -20.1% | -1.9% |
| 6M | -8.4% | +32.6% | -41.0% | -11.8% |
| YTD | +65.9% | +17.3% | +48.6% | +63.4% |
| 1Y | +69.4% | +17.3% | +52.1% | +66.7% |
| 3Y | +55.9% | +66.9% | -11.0% | +46.4% |
| All | +55.8% | +54.1% | +1.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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