+366.1%
VRT vs CVE
+68.0%
+298.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -17.7% | -10.0% | -7.7% | -13.7% |
| 30D | -20.0% | -11.9% | -8.2% | -15.6% |
| 3M | -28.1% | -5.9% | -22.1% | -26.4% |
| 6M | -42.8% | -1.6% | -41.3% | -43.4% |
| YTD | +20.0% | +66.3% | -46.3% | -10.3% |
| 1Y | +3.5% | +57.5% | -54.0% | -20.7% |
| 3Y | +366.1% | +65.4% | +300.7% | +261.1% |
| All | +366.1% | +68.0% | +298.1% | +261.1% |
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 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