+790.3%
VLO vs CVE
+149.3%
+641.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +9.6% | +5.9% | +3.7% | +6.8% |
| 30D | -17.4% | -10.9% | -6.5% | -12.8% |
| 3M | +10.8% | -4.5% | +15.3% | +13.2% |
| 6M | +56.9% | -1.0% | +57.9% | +57.3% |
| YTD | +136.8% | +74.7% | +62.0% | +82.8% |
| 1Y | +120.7% | +65.8% | +54.8% | +74.2% |
| 3Y | +231.9% | +73.2% | +158.7% | +152.1% |
| 5Y | +479.0% | +155.6% | +323.4% | +265.9% |
| All | +790.3% | +149.3% | +641.1% | +278.3% |
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