+135.5%
CVE vs VFC
-67.4%
+203.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | +11.2% | -27.3% | -17.3% |
| 30D | -10.4% | +41.5% | -51.9% | -14.2% |
| 3M | -2.4% | +38.9% | -41.3% | -6.5% |
| 6M | -4.4% | +6.1% | -10.6% | -5.9% |
| YTD | +64.9% | +14.5% | +50.4% | +59.4% |
| 1Y | +66.0% | +46.0% | +20.1% | +54.0% |
| 3Y | +57.7% | +36.4% | +21.3% | +38.2% |
| All | +135.5% | -67.4% | +203.0% | +196.9% |
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