+693.9%
VGT vs CVE
+136.1%
+557.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.4% |
| 7D | -7.2% | -16.1% | +8.9% | -4.6% |
| 30D | -16.1% | -10.4% | -5.7% | -14.8% |
| 3M | -9.2% | -2.4% | -6.8% | -9.1% |
| 6M | -0.7% | -4.4% | +3.7% | -0.7% |
| YTD | +15.6% | +64.9% | -49.4% | +4.9% |
| 1Y | +14.4% | +66.0% | -51.7% | +3.5% |
| 3Y | +105.2% | +57.7% | +47.6% | +84.3% |
| 5Y | +100.0% | +144.7% | -44.7% | +63.6% |
| All | +693.9% | +136.1% | +557.7% | +444.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling