-5.2%
VEEV vs CVE
+142.8%
-148.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.9% | -16.1% | +13.2% | -1.3% |
| 30D | +7.5% | -10.4% | +17.9% | +8.6% |
| 3M | +39.5% | -2.4% | +41.8% | +39.4% |
| 6M | +81.5% | -4.4% | +85.9% | +81.3% |
| YTD | +36.1% | +64.9% | -28.9% | +26.7% |
| 1Y | +4.3% | +66.0% | -61.7% | -3.0% |
| 3Y | +54.8% | +57.7% | -2.8% | +42.3% |
| All | -5.2% | +142.8% | -148.0% | -21.1% |
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