+1,007.4%
VUG vs CVE
+62.8%
+944.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.7% | -5.0% |
| 7D | -7.1% | -14.1% | +6.9% | -4.8% |
| 30D | -12.1% | -11.6% | -0.5% | -10.4% |
| 3M | -8.1% | 0.0% | -8.2% | -8.5% |
| 6M | -3.2% | -8.4% | +5.2% | -2.6% |
| YTD | +0.5% | +65.9% | -65.4% | -9.7% |
| 1Y | -0.7% | +69.4% | -70.1% | -11.3% |
| 3Y | +77.1% | +55.9% | +21.2% | +57.8% |
| 5Y | +56.2% | +146.2% | -90.0% | +24.1% |
| 10Y | +394.1% | +140.6% | +253.5% | +241.9% |
| All | +1,007.4% | +62.8% | +944.6% | +695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling