+245.8%
CVY vs VT
+374.2%
-128.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | +0.4% | -0.1% | 0.0% |
| 30D | +0.8% | +1.0% | -0.2% | -0.1% |
| 3M | +7.7% | +2.4% | +5.3% | +5.1% |
| 6M | +12.2% | +12.0% | +0.2% | +0.8% |
| YTD | +17.3% | +15.3% | +1.9% | +2.6% |
| 1Y | +18.0% | +22.6% | -4.6% | -2.4% |
| 3Y | +52.9% | +74.7% | -21.8% | -8.3% |
| 5Y | +54.3% | +66.1% | -11.8% | -3.6% |
| 10Y | +128.9% | +225.0% | -96.1% | -19.5% |
| All | +245.8% | +374.2% | -128.4% | -15.4% |
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