+320.2%
CVE vs VFC
-79.1%
+399.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +16.7% | -11.6% | +28.4% | +18.5% |
| 3M | +9.3% | -18.1% | +27.4% | +11.1% |
| 6M | +43.6% | -27.4% | +71.0% | +47.6% |
| YTD | +93.6% | -24.8% | +118.4% | +97.5% |
| 1Y | +98.8% | -8.2% | +107.0% | +94.9% |
| 3Y | +73.6% | -29.1% | +102.7% | +68.0% |
| All | +320.2% | -79.1% | +399.2% | +458.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling