-4.4%
VEEV vs CVE
+158.6%
-163.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.7% | +5.9% | -6.7% | -1.3% |
| 30D | +1.4% | -10.9% | +12.3% | +2.5% |
| 3M | +19.4% | -4.5% | +23.9% | +19.6% |
| 6M | +93.6% | -1.0% | +94.6% | +92.8% |
| YTD | +35.1% | +74.7% | -39.7% | +25.1% |
| 1Y | +3.4% | +65.8% | -62.5% | -3.6% |
| 3Y | +81.4% | +73.2% | +8.2% | +64.9% |
| All | -4.4% | +158.6% | -163.1% | -21.6% |
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