+5.2%
VUG vs CVE
+73.4%
-68.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.2% | +0.9% |
| 7D | -3.0% | -12.1% | +9.1% | -3.9% |
| 30D | -6.4% | -9.8% | +3.4% | -7.0% |
| 3M | -3.2% | -0.7% | -2.5% | -3.1% |
| 6M | +3.1% | -4.3% | +7.4% | +3.2% |
| YTD | +6.3% | +70.6% | -64.3% | +8.1% |
| 1Y | +5.2% | +73.2% | -68.0% | +6.9% |
| All | +5.2% | +73.4% | -68.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling