-9.5%
LVS vs CVE
+149.3%
-158.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -0.8% | +5.9% | -6.8% | -2.3% |
| 30D | +10.0% | -10.9% | +20.8% | +12.7% |
| 3M | -11.0% | -4.5% | -6.5% | -10.7% |
| 6M | -20.1% | -1.0% | -19.2% | -21.2% |
| YTD | -36.3% | +74.7% | -111.1% | -46.7% |
| 1Y | -36.8% | +65.8% | -102.7% | -46.5% |
| 3Y | -9.5% | +73.2% | -82.7% | -26.1% |
| 5Y | +9.3% | +155.6% | -146.3% | -22.7% |
| All | -9.5% | +149.3% | -158.7% | -50.5% |
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