+346.3%
VRT vs CVE
+54.6%
+291.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -12.9% |
| 7D | -28.1% | -14.1% | -14.1% | -23.4% |
| 30D | -30.2% | -11.6% | -18.6% | -26.4% |
| 3M | -36.4% | 0.0% | -36.4% | -36.6% |
| 6M | -48.2% | -8.4% | -39.8% | -47.0% |
| YTD | +9.2% | +65.9% | -56.7% | -18.1% |
| 1Y | -7.2% | +69.4% | -76.6% | -31.6% |
| All | +346.3% | +54.6% | +291.7% | +241.1% |
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