+135.8%
CVE vs VT
+214.8%
-79.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +2.7% |
| 7D | -14.1% | -4.2% | -9.9% | -9.4% |
| 30D | -11.6% | -5.8% | -5.8% | -4.7% |
| 3M | 0.0% | -5.2% | +5.3% | +6.5% |
| 6M | -8.4% | +0.1% | -8.5% | -11.0% |
| YTD | +65.9% | +8.2% | +57.7% | +42.0% |
| 1Y | +69.4% | +10.1% | +59.3% | +41.0% |
| 3Y | +55.9% | +69.7% | -13.7% | -32.4% |
| 5Y | +146.2% | +53.4% | +92.8% | +23.7% |
| All | +135.8% | +214.8% | -79.0% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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