+230.7%
VTV vs CVE
+136.7%
+94.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | -0.5% | -10.1% | +9.6% | +1.1% |
| 30D | +3.1% | -12.1% | +15.2% | +5.0% |
| 3M | +1.8% | -1.9% | +3.7% | +1.8% |
| 6M | +10.9% | -1.8% | +12.7% | +10.4% |
| YTD | +20.9% | +65.8% | -44.9% | +9.6% |
| 1Y | +24.6% | +60.8% | -36.2% | +13.5% |
| 3Y | +78.6% | +70.1% | +8.4% | +58.2% |
| 5Y | +76.4% | +134.8% | -58.4% | +44.1% |
| 10Y | +230.7% | +130.1% | +100.6% | +123.5% |
| All | +230.7% | +136.7% | +94.0% | +123.5% |
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