+769.3%
VST vs CVE
+317.2%
+452.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | +8.9% | +2.5% | +6.4% | +8.1% |
| 30D | +6.2% | +16.7% | -10.5% | +1.4% |
| 3M | -2.7% | +9.3% | -12.0% | -5.7% |
| 6M | -8.4% | +43.6% | -52.0% | -19.2% |
| YTD | -7.2% | +93.6% | -100.8% | -26.0% |
| 1Y | -20.9% | +98.8% | -119.7% | -37.7% |
| 3Y | +384.0% | +73.6% | +310.4% | +284.7% |
| All | +769.3% | +317.2% | +452.1% | +467.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling