+130.1%
CVE vs VSAT
+2.6%
+127.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.3% | -15.8% | -2.6% |
| 7D | -10.1% | +0.4% | -10.4% | -10.5% |
| 30D | -12.1% | +3.3% | -15.4% | -13.3% |
| 3M | -1.9% | -7.5% | +5.6% | -1.8% |
| 6M | -1.8% | +6.2% | -8.1% | -7.1% |
| YTD | +65.8% | +115.8% | -50.0% | +31.5% |
| 1Y | +60.8% | +107.7% | -46.8% | +27.6% |
| 3Y | +70.1% | +292.0% | -221.9% | -4.2% |
| 5Y | +134.8% | +35.3% | +99.5% | +71.8% |
| 10Y | +130.1% | -5.2% | +135.3% | +63.7% |
| All | +130.1% | +2.6% | +127.5% | +63.7% |
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