-11.7%
VRSK vs CVE
+70.2%
-81.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.5% |
| 3M | +14.1% | -4.3% | +18.5% | +13.9% |
| 6M | +22.9% | -1.5% | +24.3% | +22.8% |
| YTD | -7.2% | +70.7% | -77.9% | -5.3% |
| 1Y | -3.4% | +58.1% | -61.5% | -1.6% |
| All | -11.7% | +70.2% | -81.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling