+620.2%
VTV vs CVE
+89.9%
+530.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +0.5% | +2.5% | -2.0% | 0.0% |
| 30D | +1.1% | +16.7% | -15.6% | -1.9% |
| 3M | +5.9% | +9.3% | -3.4% | +3.6% |
| 6M | +11.6% | +43.6% | -32.0% | +3.2% |
| YTD | +19.8% | +93.6% | -73.8% | +4.1% |
| 1Y | +26.2% | +98.8% | -72.5% | +8.9% |
| 3Y | +68.5% | +73.6% | -5.1% | +46.2% |
| 5Y | +79.9% | +312.5% | -232.6% | +26.6% |
| 10Y | +229.7% | +161.0% | +68.6% | +119.1% |
| All | +620.2% | +89.9% | +530.3% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling