+130.1%
CVE vs EXEL
+445.6%
-315.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | 0.0% |
| 7D | -10.1% | +2.3% | -12.4% | -10.5% |
| 30D | -12.1% | +19.8% | -32.0% | -14.9% |
| 3M | -1.9% | +32.7% | -34.6% | -6.8% |
| 6M | -1.8% | +49.0% | -50.8% | -9.2% |
| YTD | +65.8% | +63.7% | +2.1% | +49.8% |
| 1Y | +60.8% | +75.8% | -14.9% | +43.2% |
| 3Y | +70.1% | +241.3% | -171.2% | +26.2% |
| 5Y | +134.8% | +289.0% | -154.3% | +64.5% |
| 10Y | +130.1% | +377.6% | -247.5% | +65.7% |
| All | +130.1% | +445.6% | -315.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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