+6.4%
LVS vs CVE
+156.5%
-150.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | -3.9% | +4.6% | -8.5% | -4.9% |
| 30D | +7.1% | -12.0% | +19.1% | +9.8% |
| 3M | -13.2% | -3.8% | -9.4% | -13.2% |
| 6M | -22.8% | -2.7% | -20.1% | -23.4% |
| YTD | -38.0% | +73.6% | -111.6% | -48.3% |
| 1Y | -39.5% | +62.0% | -101.5% | -48.6% |
| 3Y | -12.2% | +72.7% | -84.9% | -29.1% |
| 5Y | +6.4% | +153.9% | -147.5% | -30.6% |
| All | +6.4% | +156.5% | -150.1% | -30.6% |
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