+3,986.6%
VLO vs CVE
+89.9%
+3,896.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +5.2% | +2.5% | +2.7% | +4.0% |
| 30D | +22.6% | +16.7% | +5.9% | +14.3% |
| 3M | +43.8% | +9.3% | +34.5% | +37.6% |
| 6M | +65.7% | +43.6% | +22.1% | +40.7% |
| YTD | +131.1% | +93.6% | +37.5% | +70.5% |
| 1Y | +143.6% | +98.8% | +44.9% | +77.2% |
| 3Y | +201.4% | +73.6% | +127.8% | +128.3% |
| 5Y | +568.9% | +312.5% | +256.4% | +243.8% |
| 10Y | +891.8% | +161.0% | +730.8% | +372.3% |
| All | +3,986.6% | +89.9% | +3,896.6% | +2,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling