+717.1%
VLO vs CVE
+132.7%
+584.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | -10.0% | +0.5% | -5.0% |
| 30D | -19.1% | -11.9% | -7.3% | -14.2% |
| 3M | +11.4% | -5.9% | +17.3% | +14.6% |
| 6M | +46.7% | -1.6% | +48.3% | +47.4% |
| YTD | +118.6% | +66.3% | +52.4% | +72.6% |
| 1Y | +99.9% | +57.5% | +42.4% | +61.5% |
| 3Y | +210.5% | +65.4% | +145.0% | +140.8% |
| 5Y | +432.7% | +144.2% | +288.5% | +243.8% |
| 10Y | +717.1% | +135.5% | +581.6% | +253.8% |
| All | +717.1% | +132.7% | +584.4% | +253.8% |
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 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