+669.1%
VEEV vs CVE
+136.7%
+532.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.2% | -10.1% | +9.9% | +0.7% |
| 30D | +3.5% | -12.1% | +15.6% | +4.5% |
| 3M | +32.9% | -1.9% | +34.8% | +32.9% |
| 6M | +84.2% | -1.8% | +86.0% | +83.7% |
| YTD | +37.3% | +65.8% | -28.5% | +30.1% |
| 1Y | +3.9% | +60.8% | -56.9% | -1.2% |
| 3Y | +83.9% | +70.1% | +13.8% | +71.9% |
| 5Y | -4.3% | +134.8% | -139.0% | -14.0% |
| 10Y | +669.1% | +130.1% | +539.0% | +568.1% |
| All | +669.1% | +136.7% | +532.4% | +568.1% |
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