+962.7%
VST vs CVE
+134.8%
+827.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.6% | -6.2% | -12.1% |
| 7D | -15.7% | -12.1% | -3.6% | -13.1% |
| 30D | -17.0% | -9.8% | -7.2% | -15.0% |
| 3M | -15.9% | -0.7% | -15.2% | -15.9% |
| 6M | -25.0% | -4.3% | -20.7% | -24.9% |
| YTD | -25.1% | +70.6% | -95.7% | -34.8% |
| 1Y | -34.9% | +73.2% | -108.0% | -43.6% |
| 3Y | +252.7% | +60.3% | +192.4% | +207.6% |
| 5Y | +582.3% | +159.3% | +423.0% | +426.9% |
| 10Y | +1,076.6% | +147.4% | +929.2% | +618.1% |
| All | +962.7% | +134.8% | +827.9% | +562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling