-8.8%
LVS vs CVE
+68.0%
-76.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +6.7% | -10.0% | +16.7% | +8.3% |
| 30D | +13.8% | -11.9% | +25.6% | +15.6% |
| 3M | -9.5% | -5.9% | -3.5% | -9.4% |
| 6M | -22.0% | -1.6% | -20.5% | -23.0% |
| YTD | -35.7% | +66.3% | -101.9% | -45.3% |
| 1Y | -36.7% | +57.5% | -94.2% | -45.4% |
| 3Y | -8.8% | +65.4% | -74.3% | -26.5% |
| All | -8.8% | +68.0% | -76.9% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling