+1,598.1%
CVLG vs VT
+345.0%
+1,253.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -0.4% |
| 7D | +12.3% | -4.2% | +16.5% | +17.0% |
| 30D | -2.2% | -5.8% | +3.6% | +3.6% |
| 3M | -9.3% | -5.2% | -4.1% | -4.6% |
| 6M | -0.3% | +0.1% | -0.4% | -1.1% |
| YTD | +47.8% | +8.2% | +39.5% | +36.0% |
| 1Y | +62.4% | +10.1% | +52.3% | +47.1% |
| 3Y | +63.1% | +69.7% | -6.6% | -2.0% |
| 5Y | +134.1% | +53.4% | +80.7% | +55.4% |
| 10Y | +295.6% | +219.2% | +76.4% | +38.1% |
| All | +1,598.1% | +345.0% | +1,253.2% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling