+420.0%
VLO vs CVE
+142.8%
+277.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | -13.3% | -16.1% | +2.8% | -4.1% |
| 30D | -18.3% | -10.4% | -7.9% | -12.8% |
| 3M | +14.3% | -2.4% | +16.7% | +16.0% |
| 6M | +47.6% | -4.4% | +52.1% | +50.7% |
| YTD | +116.0% | +64.9% | +51.0% | +61.3% |
| 1Y | +101.0% | +66.0% | +35.0% | +49.2% |
| 3Y | +199.0% | +57.7% | +141.4% | +121.6% |
| All | +420.0% | +142.8% | +277.2% | +198.9% |
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