+85.4%
VTR vs CVE
+161.7%
-76.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | -2.4% | +16.7% | -19.2% | -5.8% |
| 3M | +14.8% | +9.3% | +5.5% | +11.9% |
| 6M | +5.3% | +43.6% | -38.3% | -3.9% |
| YTD | +18.1% | +93.6% | -75.5% | +0.3% |
| 1Y | +36.7% | +98.8% | -62.0% | +14.9% |
| 3Y | +130.1% | +73.6% | +56.5% | +93.8% |
| 5Y | +89.5% | +312.5% | -223.0% | +19.6% |
| All | +85.4% | +161.7% | -76.3% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling