+820.7%
CVLT vs VT
+345.0%
+475.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +0.8% |
| 7D | -8.2% | -4.2% | -4.0% | -4.4% |
| 30D | +1.7% | -5.8% | +7.5% | +7.6% |
| 3M | +18.4% | -5.2% | +23.6% | +24.6% |
| 6M | +53.4% | +0.1% | +53.2% | +52.8% |
| YTD | +25.7% | +8.2% | +17.5% | +15.9% |
| 1Y | +22.5% | +10.1% | +12.4% | +11.1% |
| 3Y | +133.8% | +69.7% | +64.1% | +45.9% |
| 5Y | +131.9% | +53.4% | +78.6% | +58.6% |
| 10Y | +204.0% | +219.2% | -15.2% | +8.7% |
| All | +820.7% | +345.0% | +475.7% | +149.4% |
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 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