-33.1%
VRSK vs CVE
+109.0%
-142.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.5% |
| 7D | -5.4% | +2.0% | -7.4% | -5.3% |
| 30D | -1.8% | +13.2% | -15.0% | -1.1% |
| 3M | -2.2% | +21.7% | -23.9% | -1.4% |
| 6M | -14.9% | +48.4% | -63.3% | -12.4% |
| YTD | -20.0% | +100.1% | -120.1% | -15.0% |
| 1Y | -33.1% | +107.8% | -141.0% | -27.5% |
| All | -33.1% | +109.0% | -142.1% | -27.5% |
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