+73.2%
CVE vs XHB
+26.1%
+47.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +16.7% | -6.9% | +23.6% | +17.9% |
| 3M | +9.3% | -1.3% | +10.5% | +8.5% |
| 6M | +43.6% | -6.8% | +50.4% | +45.0% |
| YTD | +93.6% | +0.7% | +92.9% | +90.0% |
| 1Y | +98.8% | -11.2% | +110.0% | +103.6% |
| All | +73.2% | +26.1% | +47.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling