+9.4%
LVS vs CVE
+150.7%
-141.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +12.2% | -10.8% | +23.0% | +14.7% |
| 3M | -11.3% | -4.3% | -7.0% | -11.2% |
| 6M | -21.6% | -1.5% | -20.2% | -22.5% |
| YTD | -36.6% | +70.7% | -107.3% | -46.9% |
| 1Y | -38.4% | +58.1% | -96.5% | -47.3% |
| 3Y | -10.2% | +69.8% | -80.0% | -27.2% |
| 5Y | +9.4% | +148.9% | -139.5% | -28.3% |
| All | +9.4% | +150.7% | -141.3% | -28.3% |
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