+162.3%
CVE vs VSAT
-0.8%
+163.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -2.3% |
| 7D | +2.5% | +11.8% | -9.3% | +0.2% |
| 30D | +16.7% | -7.0% | +23.8% | +18.1% |
| 3M | +9.3% | +3.3% | +6.0% | +6.0% |
| 6M | +43.6% | +57.4% | -13.8% | +24.8% |
| YTD | +93.6% | +118.6% | -25.0% | +54.7% |
| 1Y | +98.8% | +150.2% | -51.5% | +51.2% |
| 3Y | +73.6% | +160.7% | -87.1% | +12.2% |
| 5Y | +312.5% | +51.2% | +261.3% | +182.7% |
| All | +162.3% | -0.8% | +163.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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