+146.9%
CVE vs XME
+266.4%
-119.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +3.2% |
| 7D | +4.6% | +5.3% | -0.7% | +0.3% |
| 30D | -12.0% | -8.2% | -3.8% | -7.1% |
| 3M | -3.8% | -18.4% | +14.6% | +9.7% |
| 6M | -2.7% | -22.8% | +20.1% | +12.5% |
| YTD | +73.6% | -7.9% | +81.5% | +67.9% |
| 1Y | +62.0% | -0.9% | +62.9% | +46.0% |
| 3Y | +72.7% | +96.0% | -23.2% | -18.9% |
| 5Y | +153.9% | +110.3% | +43.6% | +5.3% |
| All | +146.9% | +266.4% | -119.4% | -36.2% |
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