-100.0%
CVM vs VT
+356.1%
-456.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | -10.2% | -1.6% | -8.6% | -9.2% |
| 30D | -39.0% | -2.5% | -36.5% | -37.9% |
| 3M | +12.8% | -1.3% | +14.1% | +14.1% |
| 6M | -38.2% | +3.1% | -41.2% | -39.2% |
| YTD | -73.2% | +10.9% | -84.1% | -74.6% |
| 1Y | -80.1% | +12.1% | -92.2% | -81.3% |
| 3Y | -97.7% | +73.9% | -171.5% | -98.3% |
| 5Y | -99.6% | +58.0% | -157.6% | -99.7% |
| 10Y | -99.2% | +225.5% | -324.7% | -99.5% |
| All | -100.0% | +356.1% | -456.1% | -100.0% |
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