+542.0%
VEEV vs CVE
+170.0%
+372.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.3% | -3.9% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | +14.9% | +17.5% | -2.6% | +13.3% |
| 3M | +58.4% | +16.2% | +42.1% | +56.0% |
| 6M | +35.5% | +47.8% | -12.3% | +30.3% |
| YTD | +18.6% | +98.5% | -79.9% | +10.9% |
| 1Y | -6.3% | +109.8% | -116.1% | -13.1% |
| 3Y | +20.2% | +75.5% | -55.3% | +12.2% |
| 5Y | -13.8% | +341.6% | -355.4% | -26.5% |
| 10Y | +542.0% | +159.8% | +382.3% | +450.7% |
| All | +542.0% | +170.0% | +372.0% | +450.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling