-11.2%
VEEV vs CVE
+317.2%
-328.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | +28.8% | +16.7% | +12.1% | +26.8% |
| 3M | +54.0% | +9.3% | +44.8% | +52.3% |
| 6M | +46.0% | +43.6% | +2.4% | +39.7% |
| YTD | +23.2% | +93.6% | -70.4% | +13.6% |
| 1Y | +1.9% | +98.8% | -96.9% | -6.6% |
| 3Y | +27.0% | +73.6% | -46.6% | +16.5% |
| All | -11.2% | +317.2% | -328.4% | -24.1% |
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 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