+25.5%
VZ vs CVE
+317.2%
-291.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | +13.6% | +9.3% | +4.4% | +13.1% |
| 6M | +1.1% | +43.6% | -42.5% | -0.5% |
| YTD | +29.3% | +93.6% | -64.3% | +25.6% |
| 1Y | +21.2% | +98.8% | -77.5% | +17.6% |
| 3Y | +75.9% | +73.6% | +2.3% | +70.8% |
| All | +25.5% | +317.2% | -291.8% | +13.9% |
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