+99.9%
VICI vs CVE
+253.9%
-154.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +2.3% | -10.0% | +12.3% | +4.2% |
| 30D | +9.2% | -11.9% | +21.1% | +11.4% |
| 3M | -2.3% | -5.9% | +3.6% | -1.7% |
| 6M | -10.2% | -1.6% | -8.7% | -10.9% |
| YTD | -6.4% | +66.3% | -72.7% | -16.9% |
| 1Y | -12.1% | +57.5% | -69.6% | -21.2% |
| 3Y | +4.9% | +65.4% | -60.5% | -9.1% |
| 5Y | +14.1% | +144.2% | -130.1% | -12.6% |
| All | +99.9% | +253.9% | -154.0% | +5.9% |
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