+130.1%
CVE vs XME
+294.4%
-164.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -3.6% |
| 7D | -10.1% | +0.9% | -11.0% | -11.0% |
| 30D | -12.1% | -7.3% | -4.8% | -7.8% |
| 3M | -1.9% | -14.8% | +12.9% | +8.4% |
| 6M | -1.8% | -18.4% | +16.5% | +8.9% |
| YTD | +65.8% | -4.7% | +70.5% | +56.4% |
| 1Y | +60.8% | +5.7% | +55.1% | +37.8% |
| 3Y | +70.1% | +104.0% | -33.8% | -22.4% |
| 5Y | +134.8% | +122.4% | +12.3% | -7.0% |
| 10Y | +130.1% | +285.4% | -155.3% | -42.8% |
| All | +130.1% | +294.4% | -164.3% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling