+5.2%
LVS vs CVE
+317.2%
-312.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.5% | +2.5% | -4.0% | -2.1% |
| 30D | -3.2% | +16.7% | -20.0% | -7.1% |
| 3M | -12.0% | +9.3% | -21.2% | -14.4% |
| 6M | -19.9% | +43.6% | -63.5% | -28.2% |
| YTD | -30.6% | +93.6% | -124.2% | -43.2% |
| 1Y | -17.7% | +98.8% | -116.5% | -33.5% |
| 3Y | -14.2% | +73.6% | -87.8% | -30.2% |
| All | +5.2% | +317.2% | -312.0% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling