+146.2%
CVE vs EXEL
+262.4%
-116.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -2.6% |
| 7D | -14.1% | +3.8% | -17.9% | -14.1% |
| 30D | -11.6% | +17.8% | -29.4% | -12.0% |
| 3M | 0.0% | +21.2% | -21.1% | -0.5% |
| 6M | -8.4% | +54.7% | -63.1% | -9.9% |
| YTD | +65.9% | +56.8% | +9.1% | +62.8% |
| 1Y | +69.4% | +70.2% | -0.8% | +65.4% |
| 3Y | +55.9% | +227.2% | -171.3% | +40.6% |
| 5Y | +146.2% | +254.9% | -108.7% | +123.3% |
| All | +146.2% | +262.4% | -116.2% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling