+5.1%
VUG vs CVE
+62.9%
-57.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +2.5% | +5.9% | -3.4% | +2.9% |
| 30D | -6.3% | -10.9% | +4.6% | -7.1% |
| 3M | -6.0% | -4.5% | -1.5% | -6.2% |
| 6M | -3.5% | -1.0% | -2.6% | -3.2% |
| YTD | +3.9% | +74.7% | -70.8% | +7.2% |
| 1Y | +5.1% | +65.8% | -60.7% | +7.8% |
| All | +5.1% | +62.9% | -57.8% | +7.8% |
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