+5.5%
CVE vs XE
-65.4%
+70.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +15.9% | -16.5% | -0.3% |
| 7D | -16.1% | -4.6% | -11.6% | -16.2% |
| 30D | -10.4% | -27.5% | +17.1% | -11.1% |
| 3M | -2.4% | -49.9% | +47.5% | -4.4% |
| 6M | -4.4% | -67.2% | +62.8% | -8.6% |
| All | +5.5% | -65.4% | +70.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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