+275.8%
CVLG vs VT
+224.5%
+51.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | -1.8% | +1.0% | -2.8% | -2.9% |
| 3M | -18.6% | +2.4% | -21.0% | -21.2% |
| 6M | +17.2% | +12.0% | +5.2% | +2.0% |
| YTD | +60.0% | +15.3% | +44.7% | +34.6% |
| 1Y | +47.3% | +22.6% | +24.8% | +15.5% |
| 3Y | +43.7% | +74.7% | -31.0% | -24.8% |
| 5Y | +208.8% | +66.1% | +142.6% | +71.2% |
| All | +275.8% | +224.5% | +51.4% | -7.4% |
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