-3.4%
VRSK vs CVE
+60.9%
-64.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +1.1% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +16.1% | -10.8% | +26.9% | +15.3% |
| 3M | +14.1% | -4.3% | +18.5% | +13.6% |
| 6M | +22.9% | -1.5% | +24.3% | +22.5% |
| YTD | -7.2% | +70.7% | -77.9% | -4.8% |
| 1Y | -3.4% | +58.1% | -61.5% | -1.1% |
| All | -3.4% | +60.9% | -64.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling