+76.5%
CVE vs VT
+73.6%
+3.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.9% | -1.6% | -1.3% | -1.8% |
| 30D | -5.1% | -2.5% | -2.6% | -3.5% |
| 3M | +4.5% | -1.3% | +5.8% | +5.0% |
| 6M | +6.1% | +3.1% | +3.0% | +2.0% |
| YTD | +84.7% | +10.9% | +73.8% | +64.1% |
| 1Y | +83.4% | +12.1% | +71.4% | +60.9% |
| All | +76.5% | +73.6% | +3.0% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling