+159.1%
CVLT vs VT
+224.5%
-65.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +2.4% | +1.0% | +1.5% | +1.6% |
| 3M | +12.2% | +2.4% | +9.8% | +9.5% |
| 6M | +55.8% | +12.0% | +43.8% | +38.1% |
| YTD | +8.8% | +15.3% | -6.5% | -6.7% |
| 1Y | -23.0% | +22.6% | -45.6% | -37.8% |
| 3Y | +99.9% | +74.7% | +25.2% | +16.7% |
| 5Y | +62.6% | +66.1% | -3.5% | -0.6% |
| All | +159.1% | +224.5% | -65.3% | -14.3% |
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