-39.3%
VG vs CVE
+121.3%
-160.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.9% |
| 7D | +1.7% | +2.5% | -0.8% | -0.7% |
| 30D | +16.0% | +16.7% | -0.7% | -0.9% |
| 3M | +9.7% | +9.3% | +0.5% | +0.7% |
| 6M | +29.6% | +43.6% | -14.0% | -5.0% |
| YTD | +112.0% | +93.6% | +18.4% | +21.4% |
| 1Y | +12.8% | +98.8% | -86.0% | -36.7% |
| All | -39.3% | +121.3% | -160.6% | -69.8% |
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