+39.9%
CVNY vs VT
+35.7%
+4.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.4% | +0.4% | +0.9% | +0.5% |
| 30D | +5.1% | +1.0% | +4.2% | +3.4% |
| 3M | +13.1% | +2.4% | +10.7% | +8.1% |
| 6M | +19.1% | +12.0% | +7.0% | -4.8% |
| YTD | -8.2% | +15.3% | -23.5% | -30.8% |
| 1Y | +5.0% | +22.6% | -17.6% | -30.0% |
| All | +39.9% | +35.7% | +4.2% | -13.2% |
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