+89.9%
CVE vs VSH
+576.8%
-486.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -3.0% |
| 7D | +2.5% | +4.1% | -1.6% | +0.8% |
| 30D | +16.7% | -4.2% | +20.9% | +17.5% |
| 3M | +9.3% | -50.0% | +59.2% | +36.7% |
| 6M | +43.6% | +80.2% | -36.6% | -0.9% |
| YTD | +93.6% | +121.1% | -27.5% | +20.7% |
| 1Y | +98.8% | +112.0% | -13.2% | +24.1% |
| 3Y | +73.6% | +22.5% | +51.1% | +29.7% |
| 5Y | +312.5% | +64.0% | +248.4% | +157.7% |
| 10Y | +161.0% | +170.4% | -9.3% | +32.8% |
| All | +89.9% | +576.8% | -486.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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