+60.5%
VZ vs CVE
+159.5%
-99.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | +7.9% | +16.7% | -8.8% | +7.0% |
| 3M | +13.6% | +9.3% | +4.4% | +13.0% |
| 6M | +1.1% | +43.6% | -42.5% | -1.0% |
| YTD | +29.3% | +93.6% | -64.3% | +24.6% |
| 1Y | +21.2% | +98.8% | -77.5% | +16.6% |
| 3Y | +75.9% | +73.6% | +2.3% | +69.2% |
| 5Y | +24.1% | +312.5% | -288.4% | +12.4% |
| All | +60.5% | +159.5% | -99.0% | +39.4% |
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