+567.3%
VRT vs CVE
+142.8%
+424.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.7% |
| 7D | -21.4% | -16.1% | -5.2% | -16.2% |
| 30D | -25.8% | -10.4% | -15.4% | -22.8% |
| 3M | -33.5% | -2.4% | -31.2% | -33.1% |
| 6M | -49.0% | -4.4% | -44.6% | -48.9% |
| YTD | +12.9% | +64.9% | -52.0% | -8.5% |
| 1Y | 0.0% | +66.0% | -66.0% | -19.4% |
| 3Y | +361.8% | +57.7% | +304.2% | +266.5% |
| All | +567.3% | +142.8% | +424.5% | +381.2% |
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 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