-31.8%
LVS vs CVE
+73.4%
-105.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.6% | +14.1% | +5.7% |
| 7D | +13.4% | -12.1% | +25.5% | +12.2% |
| 30D | +12.2% | -9.8% | +22.0% | +11.2% |
| 3M | -10.7% | -0.7% | -10.0% | -11.2% |
| 6M | -19.8% | -4.3% | -15.5% | -20.3% |
| YTD | -35.8% | +70.6% | -106.4% | -37.2% |
| 1Y | -31.8% | +73.2% | -105.0% | -33.9% |
| All | -31.8% | +73.4% | -105.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling