+130.1%
CVE vs XHB
+271.6%
-141.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.5% |
| 7D | -10.1% | +1.3% | -11.4% | -11.1% |
| 30D | -12.1% | +11.8% | -23.9% | -18.4% |
| 3M | -1.9% | -3.8% | +2.0% | -1.1% |
| 6M | -1.8% | +4.1% | -5.9% | -7.7% |
| YTD | +65.8% | +4.0% | +61.8% | +52.9% |
| 1Y | +60.8% | +1.6% | +59.3% | +50.0% |
| 3Y | +70.1% | +43.2% | +27.0% | +17.0% |
| 5Y | +134.8% | +35.8% | +98.9% | +60.4% |
| 10Y | +130.1% | +259.3% | -129.2% | -8.7% |
| All | +130.1% | +271.6% | -141.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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