+56.2%
VUG vs CVE
+148.3%
-92.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.7% | -5.1% |
| 7D | -7.1% | -14.1% | +6.9% | -5.2% |
| 30D | -12.1% | -11.6% | -0.5% | -10.7% |
| 3M | -8.1% | 0.0% | -8.2% | -8.5% |
| 6M | -3.2% | -8.4% | +5.2% | -2.7% |
| YTD | +0.5% | +65.9% | -65.4% | -9.5% |
| 1Y | -0.7% | +69.4% | -70.1% | -11.0% |
| 3Y | +77.1% | +55.9% | +21.2% | +56.3% |
| 5Y | +56.2% | +146.2% | -90.0% | +24.5% |
| All | +56.2% | +148.3% | -92.2% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling