+261.4%
CVLG vs VT
+220.7%
+40.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | -2.3% | -0.1% | -2.1% | -2.1% |
| 30D | +2.5% | -3.1% | +5.5% | +6.0% |
| 3M | -2.0% | -3.5% | +1.5% | +1.9% |
| 6M | -1.2% | +0.5% | -1.6% | -2.5% |
| YTD | +49.5% | +10.8% | +38.7% | +31.4% |
| 1Y | +68.9% | +11.9% | +57.0% | +46.9% |
| 3Y | +66.8% | +73.0% | -6.2% | -11.9% |
| 5Y | +138.5% | +58.6% | +79.9% | +39.5% |
| All | +261.4% | +220.7% | +40.7% | -9.3% |
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 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