+288.4%
VZ vs CVE
+62.8%
+225.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | +5.6% | -14.1% | +19.7% | +6.8% |
| 30D | +1.9% | -11.6% | +13.5% | +2.7% |
| 3M | +0.8% | 0.0% | +0.7% | +0.6% |
| 6M | +0.6% | -8.4% | +9.0% | +0.9% |
| YTD | +20.8% | +65.9% | -45.1% | +15.6% |
| 1Y | +23.9% | +69.4% | -45.5% | +18.4% |
| 3Y | +55.7% | +55.9% | -0.2% | +48.2% |
| 5Y | +21.5% | +146.2% | -124.6% | +9.6% |
| 10Y | +68.5% | +140.6% | -72.2% | +42.9% |
| All | +288.4% | +62.8% | +225.6% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling