+474.5%
VRTX vs CVE
+132.7%
+341.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.2% | -10.0% | +13.2% | +4.1% |
| 30D | +7.4% | -11.9% | +19.3% | +8.4% |
| 3M | +4.6% | -5.9% | +10.5% | +4.9% |
| 6M | +27.5% | -1.6% | +29.0% | +27.0% |
| YTD | +20.9% | +66.3% | -45.4% | +14.0% |
| 1Y | +30.1% | +57.5% | -27.4% | +23.3% |
| 3Y | +46.6% | +65.4% | -18.8% | +36.7% |
| 5Y | +191.6% | +144.2% | +47.4% | +154.1% |
| 10Y | +474.5% | +135.5% | +339.0% | +314.7% |
| All | +474.5% | +132.7% | +341.8% | +314.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling