+288.8%
VZ vs CVE
+67.4%
+221.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.7% | +2.6% |
| 7D | +6.9% | -12.1% | +19.0% | +7.9% |
| 30D | +2.3% | -9.8% | +12.0% | +2.9% |
| 3M | 0.0% | -0.7% | +0.7% | -0.1% |
| 6M | +0.2% | -4.3% | +4.6% | +0.2% |
| YTD | +20.9% | +70.6% | -49.7% | +15.5% |
| 1Y | +25.2% | +73.2% | -47.9% | +19.4% |
| 3Y | +55.9% | +60.3% | -4.5% | +48.1% |
| 5Y | +22.6% | +159.3% | -136.7% | +10.1% |
| 10Y | +68.6% | +147.4% | -78.8% | +42.8% |
| All | +288.8% | +67.4% | +221.5% | +235.1% |
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