-49.4%
VG vs CVE
+95.0%
-144.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -7.6% | 0.0% | 0.0% |
| 7D | -16.4% | -12.1% | -4.3% | -4.4% |
| 30D | -10.8% | -9.8% | -1.0% | -0.7% |
| 3M | -6.3% | -0.7% | -5.6% | -5.7% |
| 6M | -12.5% | -4.3% | -8.2% | -7.7% |
| YTD | +76.9% | +70.6% | +6.3% | +15.1% |
| 1Y | +51.8% | +73.2% | -21.4% | -3.2% |
| All | -49.4% | +95.0% | -144.4% | -71.4% |
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