+231.8%
VTV vs CVE
+144.4%
+87.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +3.9% | -10.8% | +14.7% | +5.6% |
| 3M | +2.6% | -4.3% | +6.9% | +2.9% |
| 6M | +11.5% | -1.5% | +13.0% | +10.9% |
| YTD | +22.3% | +70.7% | -48.4% | +10.3% |
| 1Y | +24.5% | +58.1% | -33.6% | +13.7% |
| 3Y | +78.8% | +69.8% | +8.9% | +58.5% |
| 5Y | +78.6% | +148.9% | -70.3% | +44.5% |
| 10Y | +231.8% | +143.5% | +88.3% | +123.3% |
| All | +231.8% | +144.4% | +87.4% | +123.3% |
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 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