+1,101.6%
VUG vs CVE
+89.9%
+1,011.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.6% |
| 30D | -0.3% | +16.7% | -17.0% | -3.1% |
| 3M | -0.7% | +9.3% | -10.0% | -2.6% |
| 6M | +14.6% | +43.6% | -29.0% | +6.5% |
| YTD | +9.0% | +93.6% | -84.6% | -4.4% |
| 1Y | +14.9% | +98.8% | -83.9% | 0.0% |
| 3Y | +86.0% | +73.6% | +12.4% | +63.0% |
| 5Y | +76.7% | +312.5% | -235.8% | +28.0% |
| 10Y | +411.3% | +161.0% | +250.3% | +251.2% |
| All | +1,101.6% | +89.9% | +1,011.7% | +742.4% |
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