+4.4%
VICI vs CVE
+327.8%
-323.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | -5.5% | +17.5% | -23.0% | -7.4% |
| 3M | -6.2% | +16.2% | -22.4% | -8.2% |
| 6M | -12.0% | +47.8% | -59.7% | -17.1% |
| YTD | -7.1% | +98.5% | -105.6% | -16.5% |
| 1Y | -19.2% | +109.8% | -129.0% | -28.1% |
| 3Y | -3.7% | +75.5% | -79.2% | -13.5% |
| 5Y | +4.4% | +341.6% | -337.2% | -22.5% |
| All | +4.4% | +327.8% | -323.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling