+60.2%
CVE vs VLTO
+54.7%
+5.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.7% |
| 7D | -12.1% | +13.8% | -25.9% | -13.2% |
| 30D | -9.8% | +21.2% | -31.0% | -11.6% |
| 3M | -0.7% | +21.5% | -22.2% | -2.8% |
| 6M | -4.3% | +33.0% | -37.3% | -7.9% |
| YTD | +70.6% | +17.8% | +52.8% | +68.0% |
| 1Y | +73.2% | +18.1% | +55.0% | +70.2% |
| 3Y | +60.3% | +67.6% | -7.3% | +50.5% |
| All | +60.2% | +54.7% | +5.4% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling