+73.2%
CVE vs VMC
+3.7%
+69.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.6% | -12.2% | -6.1% |
| 7D | -12.1% | +12.3% | -24.4% | -8.7% |
| 30D | -9.8% | +21.2% | -31.0% | -4.2% |
| 3M | -0.7% | +4.6% | -5.3% | +1.3% |
| 6M | -4.3% | +3.9% | -8.2% | -1.4% |
| YTD | +70.6% | +5.0% | +65.6% | +74.2% |
| 1Y | +73.2% | +2.6% | +70.5% | +78.1% |
| All | +73.2% | +3.7% | +69.5% | +78.1% |
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