+135.5%
CVE vs XME
+270.2%
-134.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.8% |
| 7D | -10.0% | -0.2% | -9.8% | -10.2% |
| 30D | -11.9% | -9.2% | -2.7% | -6.2% |
| 3M | -5.9% | -17.8% | +11.8% | +6.6% |
| 6M | -1.6% | -20.0% | +18.5% | +10.8% |
| YTD | +66.3% | -6.6% | +72.8% | +59.2% |
| 1Y | +57.5% | +1.8% | +55.8% | +39.0% |
| 3Y | +65.4% | +98.7% | -33.3% | -23.0% |
| 5Y | +144.2% | +123.9% | +20.3% | -4.4% |
| 10Y | +135.5% | +277.9% | -142.4% | -40.0% |
| All | +135.5% | +270.2% | -134.7% | -40.0% |
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