-11.6%
LVS vs CVE
+136.1%
-147.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +11.1% | -16.1% | +27.2% | +15.8% |
| 30D | +14.7% | -10.4% | +25.1% | +17.4% |
| 3M | -10.9% | -2.4% | -8.6% | -11.2% |
| 6M | -22.3% | -4.4% | -17.9% | -22.7% |
| YTD | -35.8% | +64.9% | -100.8% | -45.5% |
| 1Y | -33.5% | +66.0% | -99.5% | -43.7% |
| 3Y | -11.7% | +57.7% | -69.4% | -26.1% |
| 5Y | +2.6% | +144.7% | -142.1% | -26.6% |
| All | -11.6% | +136.1% | -147.7% | -50.7% |
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