-34.9%
VST vs CVE
+73.4%
-108.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.6% | -6.2% | -13.4% |
| 7D | -15.7% | -12.1% | -3.6% | -15.4% |
| 30D | -17.0% | -9.8% | -7.2% | -16.5% |
| 3M | -15.9% | -0.7% | -15.2% | -15.4% |
| 6M | -25.0% | -4.3% | -20.7% | -24.6% |
| YTD | -25.1% | +70.6% | -95.7% | -27.0% |
| 1Y | -34.9% | +73.2% | -108.0% | -37.4% |
| All | -34.9% | +73.4% | -108.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling