+159.8%
CVE vs VMC
+149.2%
+10.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +17.5% | -9.1% | +26.6% | +22.5% |
| 3M | +16.2% | -4.1% | +20.4% | +16.3% |
| 6M | +47.8% | -5.5% | +53.3% | +47.1% |
| YTD | +98.5% | -8.9% | +107.4% | +99.7% |
| 1Y | +109.8% | -12.9% | +122.7% | +115.2% |
| 3Y | +75.5% | +22.1% | +53.3% | +45.2% |
| 5Y | +341.6% | +52.7% | +288.9% | +210.9% |
| 10Y | +159.8% | +152.7% | +7.0% | +35.1% |
| All | +159.8% | +149.2% | +10.6% | +35.1% |
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 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