+426.2%
VLO vs CVE
+148.3%
+277.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.1% | -2.3% |
| 7D | -8.7% | -14.1% | +5.4% | -0.4% |
| 30D | -16.2% | -11.6% | -4.6% | -10.0% |
| 3M | +16.2% | 0.0% | +16.1% | +16.2% |
| 6M | +39.8% | -8.4% | +48.2% | +46.2% |
| YTD | +119.0% | +65.9% | +53.0% | +63.1% |
| 1Y | +110.8% | +69.4% | +41.4% | +54.8% |
| 3Y | +201.7% | +55.9% | +145.8% | +125.2% |
| 5Y | +426.2% | +146.2% | +280.0% | +196.9% |
| All | +426.2% | +148.3% | +277.9% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling