-11.7%
LVS vs CVE
+53.7%
-65.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +11.1% | -16.1% | +27.2% | +14.0% |
| 30D | +14.7% | -10.4% | +25.1% | +16.2% |
| 3M | -10.9% | -2.4% | -8.6% | -11.5% |
| 6M | -22.3% | -4.4% | -17.9% | -22.9% |
| YTD | -35.8% | +64.9% | -100.8% | -45.3% |
| 1Y | -33.5% | +66.0% | -99.5% | -43.6% |
| 3Y | -11.7% | +57.7% | -69.4% | -28.9% |
| All | -11.7% | +53.7% | -65.4% | -28.9% |
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 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