+128.4%
VRSK vs CVE
+167.0%
-38.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -5.4% | +2.0% | -7.4% | -5.5% |
| 30D | -1.8% | +13.2% | -15.0% | -2.7% |
| 3M | -2.2% | +21.7% | -23.9% | -3.8% |
| 6M | -14.9% | +48.4% | -63.3% | -17.6% |
| YTD | -20.0% | +100.1% | -120.1% | -24.4% |
| 1Y | -33.1% | +107.8% | -141.0% | -37.1% |
| 3Y | -25.6% | +76.9% | -102.5% | -29.9% |
| 5Y | -10.1% | +346.2% | -356.4% | -23.9% |
| 10Y | +128.4% | +173.5% | -45.1% | +80.0% |
| All | +128.4% | +167.0% | -38.5% | +80.0% |
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