+120.6%
VLO vs CVE
+73.4%
+47.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.6% | +1.9% | -1.4% |
| 7D | -6.0% | -12.1% | +6.1% | +1.1% |
| 30D | -12.9% | -9.8% | -3.1% | -7.4% |
| 3M | +18.3% | -0.7% | +19.0% | +19.3% |
| 6M | +46.4% | -4.3% | +50.8% | +50.1% |
| YTD | +127.7% | +70.6% | +57.2% | +92.7% |
| 1Y | +120.6% | +73.2% | +47.5% | +83.8% |
| All | +120.6% | +73.4% | +47.3% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling