+225.1%
CVY vs VT
+345.0%
-119.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +1.5% |
| 7D | -2.0% | -4.2% | +2.2% | +1.6% |
| 30D | -0.5% | -5.8% | +5.3% | +4.7% |
| 3M | -5.3% | -5.2% | 0.0% | -0.9% |
| 6M | +2.4% | +0.1% | +2.3% | +1.7% |
| YTD | +10.2% | +8.2% | +2.0% | +1.8% |
| 1Y | +13.8% | +10.1% | +3.7% | +3.4% |
| 3Y | +45.6% | +69.7% | -24.0% | -10.6% |
| 5Y | +42.7% | +53.4% | -10.7% | -4.5% |
| 10Y | +122.9% | +219.2% | -96.3% | -20.4% |
| All | +225.1% | +345.0% | -119.9% | -16.1% |
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