+696.8%
CVLT vs VT
+374.2%
+322.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +2.4% | +1.0% | +1.5% | +1.7% |
| 3M | +12.2% | +2.4% | +9.8% | +9.7% |
| 6M | +55.8% | +12.0% | +43.8% | +39.5% |
| YTD | +8.8% | +15.3% | -6.5% | -5.4% |
| 1Y | -23.0% | +22.6% | -45.6% | -36.7% |
| 3Y | +99.9% | +74.7% | +25.2% | +21.4% |
| 5Y | +62.6% | +66.1% | -3.5% | +3.5% |
| 10Y | +161.1% | +225.0% | -63.9% | -8.3% |
| All | +696.8% | +374.2% | +322.6% | +103.5% |
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