+905.2%
VRT vs CVE
+317.2%
+588.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +9.1% | +2.5% | +6.6% | +8.2% |
| 30D | +0.9% | +16.7% | -15.8% | -4.3% |
| 3M | -13.4% | +9.3% | -22.6% | -16.7% |
| 6M | +11.7% | +43.6% | -31.9% | -3.7% |
| YTD | +73.2% | +93.6% | -20.4% | +34.2% |
| 1Y | +123.4% | +98.8% | +24.7% | +70.6% |
| 3Y | +606.2% | +73.6% | +532.6% | +443.5% |
| All | +905.2% | +317.2% | +588.0% | +554.7% |
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