+249.3%
VST vs CVE
+59.0%
+190.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.6% | -6.2% | -11.0% |
| 7D | -15.7% | -12.1% | -3.6% | -11.5% |
| 30D | -17.0% | -9.8% | -7.2% | -13.8% |
| 3M | -15.9% | -0.7% | -15.2% | -16.2% |
| 6M | -25.0% | -4.3% | -20.7% | -24.9% |
| YTD | -25.1% | +70.6% | -95.7% | -44.1% |
| 1Y | -34.9% | +73.2% | -108.0% | -52.2% |
| All | +249.3% | +59.0% | +190.3% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling