-14.0%
LVS vs CVE
+136.7%
-150.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +5.2% | -10.1% | +15.3% | +7.8% |
| 30D | +12.0% | -12.1% | +24.1% | +15.2% |
| 3M | -11.5% | -1.9% | -9.6% | -11.9% |
| 6M | -23.2% | -1.8% | -21.4% | -24.1% |
| YTD | -36.7% | +65.8% | -102.5% | -46.3% |
| 1Y | -36.8% | +60.8% | -97.6% | -46.1% |
| 3Y | -10.5% | +70.1% | -80.7% | -26.6% |
| 5Y | +5.1% | +134.8% | -129.7% | -24.0% |
| 10Y | -14.0% | +130.1% | -144.1% | -52.0% |
| All | -14.0% | +136.7% | -150.6% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling