+73.2%
CVE vs XME
+5.2%
+67.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.6% |
| 7D | -12.1% | -5.5% | -6.6% | -11.9% |
| 30D | -9.8% | -11.1% | +1.3% | -9.2% |
| 3M | -0.7% | -11.1% | +10.4% | -0.2% |
| 6M | -4.3% | -18.0% | +13.7% | -2.3% |
| YTD | +70.6% | -7.4% | +78.0% | +71.9% |
| 1Y | +73.2% | +6.7% | +66.5% | +67.1% |
| All | +73.2% | +5.2% | +67.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling