+232.8%
VT vs CVE
+150.3%
+82.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.6% | +9.4% | +2.9% |
| 7D | -0.3% | -12.1% | +11.8% | +1.6% |
| 30D | -1.4% | -9.8% | +8.4% | 0.0% |
| 3M | -1.4% | -0.7% | -0.7% | -1.7% |
| 6M | +5.5% | -4.3% | +9.8% | +5.4% |
| YTD | +12.8% | +70.6% | -57.8% | +1.9% |
| 1Y | +15.4% | +73.2% | -57.7% | +3.9% |
| 3Y | +76.9% | +60.3% | +16.5% | +58.4% |
| 5Y | +60.4% | +159.3% | -98.9% | +29.5% |
| 10Y | +232.8% | +147.4% | +85.4% | +127.1% |
| All | +232.8% | +150.3% | +82.4% | +127.1% |
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