+146.2%
CVE vs VMC
+51.1%
+95.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -1.9% |
| 7D | -14.1% | +1.9% | -15.9% | -14.5% |
| 30D | -11.6% | +14.7% | -26.4% | -14.4% |
| 3M | 0.0% | -0.3% | +0.3% | -0.2% |
| 6M | -8.4% | -1.7% | -6.7% | -9.0% |
| YTD | +65.9% | +0.7% | +65.2% | +62.0% |
| 1Y | +69.4% | +0.9% | +68.5% | +65.2% |
| 3Y | +55.9% | +40.5% | +15.4% | +30.3% |
| 5Y | +146.2% | +51.5% | +94.6% | +92.6% |
| All | +146.2% | +51.1% | +95.0% | +92.6% |
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