-99.6%
CVM vs VT
+53.2%
-152.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +4.6% |
| 7D | -8.7% | -4.2% | -4.5% | -3.5% |
| 30D | -50.0% | -5.8% | -44.2% | -45.9% |
| 3M | -9.9% | -5.2% | -4.6% | -3.1% |
| 6M | -21.3% | +0.1% | -21.4% | -22.0% |
| YTD | -74.0% | +8.2% | -82.2% | -76.5% |
| 1Y | -81.3% | +10.1% | -91.5% | -83.5% |
| 3Y | -97.7% | +69.7% | -167.4% | -98.9% |
| 5Y | -99.6% | +53.4% | -153.0% | -99.7% |
| All | -99.6% | +53.2% | -152.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling