+3.5%
LVS vs CVE
+161.7%
-158.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.5% | +2.5% | -4.0% | -2.2% |
| 30D | -3.2% | +16.7% | -20.0% | -7.2% |
| 3M | -12.0% | +9.3% | -21.2% | -14.5% |
| 6M | -19.9% | +43.6% | -63.5% | -28.3% |
| YTD | -30.6% | +93.6% | -124.2% | -43.0% |
| 1Y | -17.7% | +98.8% | -116.5% | -33.2% |
| 3Y | -14.2% | +73.6% | -87.8% | -29.5% |
| 5Y | +9.6% | +312.5% | -302.8% | -31.2% |
| All | +3.5% | +161.7% | -158.2% | -44.4% |
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