+135.5%
CVE vs XHB
+33.2%
+102.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -16.1% | +1.3% | -17.4% | -16.5% |
| 30D | -10.4% | +7.8% | -18.2% | -12.2% |
| 3M | -2.4% | -5.5% | +3.1% | -1.5% |
| 6M | -4.4% | -2.6% | -1.8% | -5.1% |
| YTD | +64.9% | +0.4% | +64.6% | +60.9% |
| 1Y | +66.0% | -1.0% | +67.0% | +62.5% |
| 3Y | +57.7% | +37.3% | +20.4% | +34.3% |
| All | +135.5% | +33.2% | +102.3% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling