+320.2%
CVE vs XHB
+37.5%
+282.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | +16.7% | -6.9% | +23.6% | +18.7% |
| 3M | +9.3% | -1.3% | +10.5% | +8.5% |
| 6M | +43.6% | -6.8% | +50.4% | +44.5% |
| YTD | +93.6% | +0.7% | +92.9% | +89.2% |
| 1Y | +98.8% | -11.2% | +110.0% | +102.8% |
| 3Y | +73.6% | +25.3% | +48.3% | +52.3% |
| All | +320.2% | +37.5% | +282.6% | +256.7% |
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 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