+320.2%
CVE vs VT
+66.2%
+254.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.0% |
| 30D | +16.7% | +1.0% | +15.8% | +15.6% |
| 3M | +9.3% | +2.4% | +6.9% | +6.3% |
| 6M | +43.6% | +12.0% | +31.6% | +26.5% |
| YTD | +93.6% | +15.3% | +78.2% | +65.3% |
| 1Y | +98.8% | +22.6% | +76.2% | +58.6% |
| 3Y | +73.6% | +74.7% | -1.1% | -4.9% |
| All | +320.2% | +66.2% | +254.0% | +153.1% |
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