+148.6%
CVE vs VFC
-48.6%
+197.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | -0.2% |
| 7D | +5.9% | +1.6% | +4.3% | +5.4% |
| 30D | -10.9% | +25.5% | -36.3% | -16.7% |
| 3M | -4.5% | +41.3% | -45.8% | -13.9% |
| 6M | -1.0% | +22.2% | -23.2% | -8.8% |
| YTD | +74.7% | +16.4% | +58.3% | +60.4% |
| 1Y | +65.8% | +38.4% | +27.4% | +43.3% |
| 3Y | +73.2% | +56.2% | +17.0% | +19.0% |
| 5Y | +155.6% | -68.2% | +223.8% | +279.8% |
| All | +148.6% | -48.6% | +197.2% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling