+148.6%
CVE vs VTEB
+23.2%
+125.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +5.9% | -1.2% | +7.2% | +6.8% |
| 30D | -10.9% | +2.5% | -13.3% | -12.4% |
| 3M | -4.5% | -1.7% | -2.8% | -3.4% |
| 6M | -1.0% | -1.2% | +0.3% | -0.3% |
| YTD | +74.7% | -0.5% | +75.2% | +74.6% |
| 1Y | +65.8% | -0.1% | +65.9% | +65.1% |
| 3Y | +73.2% | +10.5% | +62.7% | +56.8% |
| 5Y | +155.6% | +2.6% | +153.0% | +149.7% |
| All | +148.6% | +23.2% | +125.4% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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