+1,969.0%
VRT vs CVE
+233.1%
+1,735.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.6% | -5.2% | -11.0% |
| 7D | -15.4% | -12.1% | -3.3% | -12.5% |
| 30D | -19.0% | -9.8% | -9.2% | -16.8% |
| 3M | -23.8% | -0.7% | -23.1% | -23.9% |
| 6M | -37.9% | -4.3% | -33.5% | -37.8% |
| YTD | +27.0% | +70.6% | -43.6% | +9.2% |
| 1Y | +13.8% | +73.2% | -59.4% | -2.7% |
| 3Y | +410.3% | +60.3% | +349.9% | +338.8% |
| 5Y | +666.5% | +159.3% | +507.2% | +482.2% |
| All | +1,969.0% | +233.1% | +1,735.9% | +954.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling