+232.9%
VTV vs CVE
+167.0%
+66.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.7% | +2.0% | -2.6% | -1.0% |
| 30D | -0.5% | +13.2% | -13.7% | -2.5% |
| 3M | +5.3% | +21.7% | -16.4% | +1.6% |
| 6M | +12.9% | +48.4% | -35.5% | +5.0% |
| YTD | +18.5% | +100.1% | -81.6% | +4.5% |
| 1Y | +25.3% | +107.8% | -82.6% | +9.5% |
| 3Y | +68.2% | +76.9% | -8.7% | +48.5% |
| 5Y | +80.6% | +346.2% | -265.6% | +32.7% |
| 10Y | +232.9% | +173.5% | +59.4% | +120.2% |
| All | +232.9% | +167.0% | +66.0% | +120.2% |
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