+754.3%
VLO vs CVE
+144.4%
+609.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -16.6% | -10.8% | -5.8% | -11.9% |
| 3M | +12.3% | -4.3% | +16.6% | +14.7% |
| 6M | +47.8% | -1.5% | +49.3% | +48.4% |
| YTD | +126.7% | +70.7% | +56.0% | +76.9% |
| 1Y | +105.4% | +58.1% | +47.3% | +65.7% |
| 3Y | +222.0% | +69.8% | +152.1% | +146.7% |
| 5Y | +449.8% | +148.9% | +300.9% | +251.7% |
| 10Y | +754.3% | +143.5% | +610.8% | +267.1% |
| All | +754.3% | +144.4% | +609.9% | +267.1% |
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