+612.5%
VTV vs CVE
+61.8%
+550.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.2% | -16.1% | +13.9% | +1.0% |
| 30D | +2.2% | -10.4% | +12.6% | +4.1% |
| 3M | +0.3% | -2.4% | +2.7% | +0.3% |
| 6M | +8.3% | -4.4% | +12.7% | +8.2% |
| YTD | +18.5% | +64.9% | -46.4% | +5.9% |
| 1Y | +23.0% | +66.0% | -43.0% | +9.6% |
| 3Y | +72.6% | +57.7% | +15.0% | +52.2% |
| 5Y | +73.3% | +144.7% | -71.5% | +35.1% |
| 10Y | +238.2% | +139.2% | +98.9% | +127.1% |
| All | +612.5% | +61.8% | +550.7% | +396.2% |
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 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