+601.7%
VRSK vs CVE
+89.9%
+511.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.3% |
| 30D | -1.6% | +16.7% | -18.3% | -3.0% |
| 3M | +3.5% | +9.3% | -5.8% | +2.5% |
| 6M | -13.4% | +43.6% | -57.0% | -16.4% |
| YTD | -16.5% | +93.6% | -110.1% | -21.7% |
| 1Y | -30.6% | +98.8% | -129.3% | -35.2% |
| 3Y | -21.9% | +73.6% | -95.5% | -27.0% |
| 5Y | -6.3% | +312.5% | -318.8% | -22.0% |
| 10Y | +133.1% | +161.0% | -28.0% | +84.9% |
| All | +601.7% | +89.9% | +511.8% | +477.2% |
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