+67.4%
CVE vs VO
+626.4%
-559.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -8.7% |
| 7D | -12.1% | +1.0% | -13.1% | -13.2% |
| 30D | -9.8% | +2.6% | -12.4% | -12.8% |
| 3M | -0.7% | -0.3% | -0.4% | -0.9% |
| 6M | -4.3% | +7.6% | -11.9% | -13.6% |
| YTD | +70.6% | +14.7% | +55.9% | +41.3% |
| 1Y | +73.2% | +16.4% | +56.7% | +40.6% |
| 3Y | +60.3% | +66.2% | -5.9% | -16.7% |
| 5Y | +159.3% | +39.1% | +120.2% | +64.8% |
| 10Y | +147.4% | +212.9% | -65.5% | -34.1% |
| All | +67.4% | +626.4% | -559.0% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling