+71.6%
VZ vs CVE
+144.4%
-72.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.5% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +8.9% | -10.8% | +19.8% | +9.5% |
| 3M | +0.1% | -4.3% | +4.4% | +0.2% |
| 6M | +1.9% | -1.5% | +3.4% | +1.7% |
| YTD | +22.0% | +70.7% | -48.7% | +18.3% |
| 1Y | +22.1% | +58.1% | -36.0% | +18.8% |
| 3Y | +58.7% | +69.8% | -11.2% | +52.8% |
| 5Y | +22.3% | +148.9% | -126.6% | +14.1% |
| 10Y | +71.6% | +143.5% | -71.9% | +49.0% |
| All | +71.6% | +144.4% | -72.8% | +49.0% |
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