+126.2%
CVSA vs VT
+363.9%
-237.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | -1.0% | -1.4% | +0.5% | -0.1% |
| 3M | -4.4% | -1.4% | -3.0% | -3.6% |
| 6M | +9.5% | +5.5% | +4.1% | +5.1% |
| YTD | +20.0% | +12.8% | +7.2% | +9.8% |
| 1Y | +34.7% | +15.4% | +19.2% | +21.3% |
| 3Y | +125.0% | +76.9% | +48.1% | +53.9% |
| 5Y | +308.3% | +60.4% | +247.8% | +195.1% |
| 10Y | +442.1% | +232.8% | +209.3% | +153.5% |
| All | +126.2% | +363.9% | -237.7% | -10.3% |
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