+1,740.6%
VRT vs CVE
+222.1%
+1,518.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | -21.4% | -16.1% | -5.2% | -17.6% |
| 30D | -25.8% | -10.4% | -15.4% | -23.6% |
| 3M | -33.5% | -2.4% | -31.2% | -33.2% |
| 6M | -49.0% | -4.4% | -44.6% | -48.9% |
| YTD | +12.9% | +64.9% | -52.0% | -1.9% |
| 1Y | 0.0% | +66.0% | -66.0% | -13.5% |
| 3Y | +361.8% | +57.7% | +304.2% | +299.4% |
| 5Y | +565.1% | +144.7% | +420.4% | +412.4% |
| All | +1,740.6% | +222.1% | +1,518.5% | +846.6% |
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