+86.0%
VUG vs CVE
+72.1%
+14.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.4% |
| 30D | -0.3% | +16.7% | -17.0% | -2.4% |
| 3M | -0.7% | +9.3% | -10.0% | -2.0% |
| 6M | +14.6% | +43.6% | -29.0% | +7.3% |
| YTD | +9.0% | +93.6% | -84.6% | -4.2% |
| 1Y | +14.9% | +98.8% | -83.9% | 0.0% |
| All | +86.0% | +72.1% | +14.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling