-10.9%
LVS vs CVE
+132.7%
-143.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +6.7% | -10.0% | +16.7% | +9.3% |
| 30D | +13.8% | -11.9% | +25.6% | +17.0% |
| 3M | -9.5% | -5.9% | -3.5% | -8.8% |
| 6M | -22.0% | -1.6% | -20.5% | -22.9% |
| YTD | -35.7% | +66.3% | -101.9% | -45.5% |
| 1Y | -36.7% | +57.5% | -94.2% | -45.7% |
| 3Y | -8.8% | +65.4% | -74.3% | -24.6% |
| 5Y | +9.5% | +144.2% | -134.6% | -21.6% |
| 10Y | -10.9% | +135.5% | -146.4% | -50.7% |
| All | -10.9% | +132.7% | -143.6% | -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