+143.5%
CVE vs VO
+202.1%
-58.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.1% |
| 7D | +0.1% | +0.2% | -0.1% | -0.3% |
| 30D | -10.8% | +2.0% | -12.8% | -13.3% |
| 3M | -4.3% | -0.3% | -4.0% | -4.6% |
| 6M | -1.5% | +7.3% | -8.7% | -11.0% |
| YTD | +70.7% | +15.0% | +55.7% | +40.2% |
| 1Y | +58.1% | +14.7% | +43.4% | +30.0% |
| 3Y | +69.8% | +67.3% | +2.6% | -15.0% |
| 5Y | +148.9% | +38.8% | +110.1% | +56.8% |
| 10Y | +143.5% | +201.6% | -58.0% | -26.2% |
| All | +143.5% | +202.1% | -58.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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