+148.6%
CVE vs XHB
+237.3%
-88.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.2% |
| 7D | +5.9% | -0.2% | +6.2% | +5.9% |
| 30D | -10.9% | +9.9% | -20.8% | -16.5% |
| 3M | -4.5% | -6.3% | +1.8% | -2.3% |
| 6M | -1.0% | +3.8% | -4.8% | -7.1% |
| YTD | +74.7% | +0.1% | +74.6% | +64.4% |
| 1Y | +65.8% | -0.8% | +66.6% | +56.3% |
| 3Y | +73.2% | +35.6% | +37.6% | +22.9% |
| 5Y | +155.6% | +29.6% | +126.0% | +79.7% |
| All | +148.6% | +237.3% | -88.7% | -4.2% |
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