-51.4%
VG vs CVE
+89.6%
-141.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -1.2% |
| 7D | -22.0% | -14.1% | -7.9% | -8.7% |
| 30D | -14.7% | -11.6% | -3.1% | -3.1% |
| 3M | -7.1% | 0.0% | -7.1% | -7.2% |
| 6M | -11.2% | -8.4% | -2.8% | -2.1% |
| YTD | +69.8% | +65.9% | +3.9% | +13.7% |
| 1Y | +49.9% | +69.4% | -19.6% | -2.2% |
| All | -51.4% | +89.6% | -141.0% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling