+62.8%
CVE vs VMC
+564.3%
-501.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -1.0% |
| 7D | -14.1% | +1.9% | -15.9% | -15.1% |
| 30D | -11.6% | +14.7% | -26.4% | -17.3% |
| 3M | 0.0% | -0.3% | +0.3% | -0.9% |
| 6M | -8.4% | -1.7% | -6.7% | -10.2% |
| YTD | +65.9% | +0.7% | +65.2% | +58.7% |
| 1Y | +69.4% | +0.9% | +68.5% | +61.7% |
| 3Y | +55.9% | +40.5% | +15.4% | +23.8% |
| 5Y | +146.2% | +51.5% | +94.6% | +83.3% |
| 10Y | +140.6% | +166.5% | -25.9% | +33.6% |
| All | +62.8% | +564.3% | -501.5% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling