-99.5%
CVM vs VT
+66.2%
-165.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +4.5% | +0.4% | +4.0% | +3.8% |
| 30D | +7.2% | +1.0% | +6.3% | +5.9% |
| 3M | +6.5% | +2.4% | +4.2% | +3.1% |
| 6M | -56.4% | +12.0% | -68.4% | -62.8% |
| YTD | -69.0% | +15.3% | -84.3% | -74.4% |
| 1Y | -85.5% | +22.6% | -108.1% | -88.9% |
| 3Y | -96.1% | +74.7% | -170.8% | -98.3% |
| All | -99.5% | +66.2% | -165.7% | -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