+162.3%
CVE vs VFC
-67.5%
+229.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.0% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | +16.7% | -11.6% | +28.4% | +20.6% |
| 3M | +9.3% | -18.1% | +27.4% | +13.3% |
| 6M | +43.6% | -27.4% | +71.0% | +52.1% |
| YTD | +93.6% | -24.8% | +118.4% | +101.9% |
| 1Y | +98.8% | -8.2% | +107.0% | +91.4% |
| 3Y | +73.6% | -29.1% | +102.7% | +55.7% |
| 5Y | +312.5% | -79.2% | +391.6% | +583.6% |
| All | +162.3% | -67.5% | +229.8% | +278.8% |
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