+2,009.7%
VGT vs CVE
+89.9%
+1,919.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | +1.3% | +16.7% | -15.4% | -1.8% |
| 3M | -1.1% | +9.3% | -10.4% | -3.2% |
| 6M | +32.6% | +43.6% | -11.0% | +22.6% |
| YTD | +29.0% | +93.6% | -64.6% | +12.1% |
| 1Y | +39.7% | +98.8% | -59.1% | +20.5% |
| 3Y | +120.9% | +73.6% | +47.3% | +92.1% |
| 5Y | +133.6% | +312.5% | -178.9% | +66.4% |
| 10Y | +792.6% | +161.0% | +631.5% | +501.0% |
| All | +2,009.7% | +89.9% | +1,919.8% | +1,358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling