+98.8%
CVE vs VMC
-8.5%
+107.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.1% |
| 7D | +2.5% | -4.3% | +6.8% | +1.3% |
| 30D | +16.7% | -8.2% | +25.0% | +14.2% |
| 3M | +9.3% | -7.0% | +16.3% | +7.5% |
| 6M | +43.6% | -10.8% | +54.4% | +43.5% |
| YTD | +93.6% | -7.4% | +101.0% | +92.1% |
| 1Y | +98.8% | -9.5% | +108.2% | +100.2% |
| All | +98.8% | -8.5% | +107.3% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling