+159.3%
CVE vs VT
+60.6%
+98.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.4% | -9.1% |
| 7D | -12.1% | -0.3% | -11.8% | -12.0% |
| 30D | -9.8% | -1.4% | -8.4% | -8.9% |
| 3M | -0.7% | -1.4% | +0.7% | 0.0% |
| 6M | -4.3% | +5.5% | -9.8% | -10.2% |
| YTD | +70.6% | +12.8% | +57.8% | +48.3% |
| 1Y | +73.2% | +15.4% | +57.7% | +46.7% |
| 3Y | +60.3% | +76.9% | -16.5% | -12.9% |
| 5Y | +159.3% | +60.4% | +98.9% | +59.8% |
| All | +159.3% | +60.6% | +98.7% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling