+134.5%
CVE vs VO
+196.6%
-62.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | -16.1% | -2.6% | -13.6% | -13.6% |
| 30D | -10.4% | -0.9% | -9.4% | -9.7% |
| 3M | -2.4% | -3.0% | +0.6% | +0.7% |
| 6M | -4.4% | +2.2% | -6.6% | -8.3% |
| YTD | +64.9% | +10.6% | +54.4% | +42.2% |
| 1Y | +66.0% | +12.5% | +53.5% | +39.7% |
| 3Y | +57.7% | +61.4% | -3.7% | -17.6% |
| 5Y | +144.7% | +33.4% | +111.3% | +62.0% |
| All | +134.5% | +196.6% | -62.1% | -28.9% |
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