+135.5%
CVE vs VMC
+42.5%
+93.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -16.1% | +0.5% | -16.7% | -16.3% |
| 30D | -10.4% | +15.8% | -26.2% | -13.4% |
| 3M | -2.4% | +0.6% | -2.9% | -2.8% |
| 6M | -4.4% | -4.0% | -0.4% | -4.4% |
| YTD | +64.9% | -0.3% | +65.3% | +61.5% |
| 1Y | +66.0% | -0.5% | +66.5% | +62.5% |
| 3Y | +57.7% | +39.6% | +18.1% | +32.2% |
| All | +135.5% | +42.5% | +93.1% | +94.7% |
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