+542.8%
VRT vs CVE
+148.3%
+394.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -13.1% |
| 7D | -28.1% | -14.1% | -14.1% | -24.1% |
| 30D | -30.2% | -11.6% | -18.6% | -27.0% |
| 3M | -36.4% | 0.0% | -36.4% | -36.5% |
| 6M | -48.2% | -8.4% | -39.8% | -47.2% |
| YTD | +9.2% | +65.9% | -56.7% | -11.7% |
| 1Y | -7.2% | +69.4% | -76.6% | -25.8% |
| 3Y | +338.7% | +55.9% | +282.8% | +249.5% |
| 5Y | +542.8% | +146.2% | +396.7% | +361.5% |
| All | +542.8% | +148.3% | +394.5% | +361.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling