+223.0%
VT vs CVE
+159.5%
+63.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +0.4% | +2.5% | -2.1% | 0.0% |
| 30D | +1.0% | +16.7% | -15.8% | -1.6% |
| 3M | +2.4% | +9.3% | -6.9% | +0.6% |
| 6M | +12.0% | +43.6% | -31.6% | +4.8% |
| YTD | +15.3% | +93.6% | -78.2% | +2.4% |
| 1Y | +22.6% | +98.8% | -76.2% | +8.1% |
| 3Y | +74.7% | +73.6% | +1.1% | +54.9% |
| 5Y | +66.1% | +312.5% | -246.3% | +24.7% |
| All | +223.0% | +159.5% | +63.5% | +118.2% |
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