+778.9%
VLO vs CVE
+147.6%
+631.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.3% |
| 7D | +6.8% | +4.6% | +2.1% | +4.6% |
| 30D | -17.9% | -12.0% | -5.9% | -12.8% |
| 3M | +13.5% | -3.8% | +17.3% | +15.7% |
| 6M | +53.0% | -2.7% | +55.8% | +54.6% |
| YTD | +133.7% | +73.6% | +60.1% | +81.0% |
| 1Y | +115.7% | +62.0% | +53.7% | +72.1% |
| 3Y | +231.9% | +72.7% | +159.2% | +152.4% |
| 5Y | +471.6% | +153.9% | +317.6% | +262.3% |
| All | +778.9% | +147.6% | +631.2% | +274.6% |
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