+135.5%
CVE vs VFC
-46.8%
+182.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -10.0% | +3.5% | -13.5% | -10.9% |
| 30D | -11.9% | +38.3% | -50.1% | -19.8% |
| 3M | -5.9% | +40.2% | -46.1% | -15.0% |
| 6M | -1.6% | +10.6% | -12.2% | -6.7% |
| YTD | +66.3% | +16.7% | +49.5% | +52.5% |
| 1Y | +57.5% | +45.0% | +12.5% | +34.1% |
| 3Y | +65.4% | +48.8% | +16.6% | +16.3% |
| 5Y | +144.2% | -67.6% | +211.7% | +259.0% |
| 10Y | +135.5% | -47.5% | +183.1% | +200.8% |
| All | +135.5% | -46.8% | +182.3% | +200.8% |
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