+97.9%
VICI vs CVE
+325.9%
-228.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | +2.0% | -3.5% | -1.9% |
| 30D | -3.3% | +13.2% | -16.5% | -5.6% |
| 3M | -8.5% | +21.7% | -30.2% | -12.2% |
| 6M | -11.7% | +48.4% | -60.1% | -19.0% |
| YTD | -7.4% | +100.1% | -107.5% | -20.2% |
| 1Y | -19.0% | +107.8% | -126.8% | -31.0% |
| 3Y | -3.9% | +76.9% | -80.8% | -17.4% |
| 5Y | +10.6% | +346.2% | -335.6% | -25.3% |
| All | +97.9% | +325.9% | -228.0% | +1.7% |
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