+996.4%
VST vs CVE
+137.5%
+858.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.4% | -5.5% |
| 7D | -19.9% | -14.1% | -5.8% | -17.0% |
| 30D | -29.7% | -11.6% | -18.0% | -27.7% |
| 3M | -19.6% | 0.0% | -19.6% | -19.7% |
| 6M | -29.4% | -8.4% | -21.0% | -28.6% |
| YTD | -29.7% | +65.9% | -95.6% | -38.4% |
| 1Y | -40.0% | +69.4% | -109.5% | -47.8% |
| 3Y | +231.0% | +55.9% | +175.1% | +190.6% |
| 5Y | +500.1% | +146.2% | +353.9% | +368.9% |
| All | +996.4% | +137.5% | +858.8% | +575.3% |
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