+78.8%
VZ vs CVE
+72.1%
+6.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +7.9% | +16.7% | -8.8% | +8.0% |
| 3M | +13.6% | +9.3% | +4.4% | +13.6% |
| 6M | +1.1% | +43.6% | -42.5% | +1.2% |
| YTD | +29.3% | +93.6% | -64.3% | +29.6% |
| 1Y | +21.2% | +98.8% | -77.5% | +21.6% |
| All | +78.8% | +72.1% | +6.7% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling