-33.5%
LVS vs CVE
+67.8%
-101.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +11.1% | -16.1% | +27.2% | +9.5% |
| 30D | +14.7% | -10.4% | +25.1% | +13.5% |
| 3M | -10.9% | -2.4% | -8.6% | -11.6% |
| 6M | -22.3% | -4.4% | -17.9% | -22.9% |
| YTD | -35.8% | +64.9% | -100.8% | -37.6% |
| 1Y | -33.5% | +66.0% | -99.5% | -35.9% |
| All | -33.5% | +67.8% | -101.3% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling