+387.8%
VUG vs CVE
+136.1%
+251.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | -16.1% | +12.7% | -1.0% |
| 30D | -11.1% | -10.4% | -0.7% | -9.8% |
| 3M | -7.2% | -2.4% | -4.9% | -7.2% |
| 6M | -4.1% | -4.4% | +0.3% | -4.2% |
| YTD | +1.4% | +64.9% | -63.6% | -7.2% |
| 1Y | +1.9% | +66.0% | -64.1% | -7.0% |
| 3Y | +77.7% | +57.7% | +20.1% | +60.9% |
| 5Y | +57.6% | +144.7% | -87.1% | +30.9% |
| All | +387.8% | +136.1% | +251.6% | +243.5% |
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