+53.4%
VT vs CVE
+148.3%
-95.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -3.7% |
| 7D | -4.2% | -14.1% | +9.9% | -2.1% |
| 30D | -5.8% | -11.6% | +5.8% | -4.3% |
| 3M | -5.2% | 0.0% | -5.3% | -5.7% |
| 6M | +0.1% | -8.4% | +8.5% | +0.7% |
| YTD | +8.2% | +65.9% | -57.7% | -2.5% |
| 1Y | +10.1% | +69.4% | -59.3% | -1.3% |
| 3Y | +69.7% | +55.9% | +13.7% | +50.4% |
| 5Y | +53.4% | +146.2% | -92.8% | +22.6% |
| All | +53.4% | +148.3% | -95.0% | +22.6% |
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