+143.5%
CVE vs XHB
+241.7%
-98.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +0.1% | -4.1% | +4.2% | +2.4% |
| 30D | -10.8% | +9.6% | -20.5% | -16.3% |
| 3M | -4.3% | -6.0% | +1.7% | -2.3% |
| 6M | -1.5% | +2.2% | -3.7% | -6.5% |
| YTD | +70.7% | +1.1% | +69.6% | +59.8% |
| 1Y | +58.1% | -1.7% | +59.8% | +50.2% |
| 3Y | +69.8% | +36.5% | +33.4% | +20.2% |
| 5Y | +148.9% | +33.5% | +115.5% | +70.8% |
| 10Y | +143.5% | +240.9% | -97.4% | -5.6% |
| All | +143.5% | +241.7% | -98.2% | -5.6% |
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