+134.5%
CVE vs XME
+300.2%
-165.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -3.1% |
| 7D | -16.1% | -4.5% | -11.7% | -13.3% |
| 30D | -10.4% | -10.9% | +0.5% | -3.1% |
| 3M | -2.4% | -15.3% | +12.9% | +8.2% |
| 6M | -4.4% | -24.6% | +20.2% | +12.7% |
| YTD | +64.9% | -9.6% | +74.6% | +62.2% |
| 1Y | +66.0% | +2.9% | +63.1% | +45.1% |
| 3Y | +57.7% | +86.9% | -29.3% | -22.4% |
| 5Y | +144.7% | +115.2% | +29.6% | -0.3% |
| All | +134.5% | +300.2% | -165.7% | -40.3% |
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