+89.9%
CVE vs VFC
+18.0%
+71.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.1% |
| 7D | +2.5% | -1.6% | +4.1% | +3.0% |
| 30D | +16.7% | -11.6% | +28.4% | +21.2% |
| 3M | +9.3% | -18.1% | +27.4% | +13.9% |
| 6M | +43.6% | -27.4% | +71.0% | +53.3% |
| YTD | +93.6% | -24.8% | +118.4% | +103.0% |
| 1Y | +98.8% | -8.2% | +107.0% | +90.5% |
| 3Y | +73.6% | -29.1% | +102.7% | +52.3% |
| 5Y | +312.5% | -79.2% | +391.6% | +555.1% |
| 10Y | +161.0% | -68.1% | +229.1% | +225.8% |
| All | +89.9% | +18.0% | +71.9% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling