+134.8%
CVE vs VO
+197.5%
-62.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -2.8% |
| 7D | -10.1% | -0.1% | -9.9% | -10.1% |
| 30D | -12.1% | +0.5% | -12.6% | -13.0% |
| 3M | -1.9% | -1.0% | -0.9% | -1.3% |
| 6M | -1.8% | +6.4% | -8.3% | -10.4% |
| YTD | +65.8% | +13.6% | +52.2% | +38.1% |
| 1Y | +60.8% | +14.5% | +46.4% | +32.4% |
| 3Y | +70.1% | +67.2% | +2.9% | -14.9% |
| 5Y | +134.8% | +36.1% | +98.7% | +51.9% |
| All | +134.8% | +197.5% | -62.6% | -28.3% |
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