+146.9%
CVE vs VMC
+126.5%
+20.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.4% |
| 7D | +4.6% | -1.7% | +6.3% | +5.4% |
| 30D | -12.0% | +15.3% | -27.3% | -18.2% |
| 3M | -3.8% | +0.3% | -4.1% | -4.9% |
| 6M | -2.7% | +0.9% | -3.6% | -6.0% |
| YTD | +73.6% | -1.0% | +74.6% | +66.6% |
| 1Y | +62.0% | -4.3% | +66.3% | +58.1% |
| 3Y | +72.7% | +35.3% | +37.4% | +35.1% |
| 5Y | +153.9% | +44.4% | +109.5% | +85.1% |
| All | +146.9% | +126.5% | +20.5% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling