+144.2%
CVE vs VMC
+46.4%
+97.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -10.0% | +1.1% | -11.1% | -10.3% |
| 30D | -11.9% | +17.7% | -29.5% | -15.1% |
| 3M | -5.9% | +1.1% | -7.0% | -6.4% |
| 6M | -1.6% | +1.8% | -3.4% | -3.1% |
| YTD | +66.3% | +1.5% | +64.8% | +62.2% |
| 1Y | +57.5% | -1.1% | +58.7% | +55.0% |
| 3Y | +65.4% | +38.8% | +26.7% | +39.8% |
| 5Y | +144.2% | +49.6% | +94.6% | +94.8% |
| All | +144.2% | +46.4% | +97.8% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling