+208.0%
CVLT vs VT
+222.7%
-14.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | +5.4% | +2.9% | +2.5% | +2.4% |
| 30D | +4.6% | -2.5% | +7.1% | +7.4% |
| 3M | +17.2% | -3.3% | +20.6% | +21.4% |
| 6M | +62.5% | +1.5% | +61.0% | +59.8% |
| YTD | +32.5% | +11.4% | +21.2% | +17.7% |
| 1Y | +30.1% | +11.9% | +18.2% | +15.0% |
| 3Y | +136.2% | +73.9% | +62.3% | +38.6% |
| 5Y | +147.7% | +57.9% | +89.9% | +58.9% |
| All | +208.0% | +222.7% | -14.7% | -5.6% |
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