+62.0%
CVE vs XME
+0.8%
+61.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.8% |
| 7D | +4.6% | +5.3% | -0.7% | +4.3% |
| 30D | -12.0% | -8.2% | -3.8% | -11.6% |
| 3M | -3.8% | -18.4% | +14.6% | -2.8% |
| 6M | -2.7% | -22.8% | +20.1% | +0.1% |
| YTD | +73.6% | -7.9% | +81.5% | +75.3% |
| 1Y | +62.0% | -0.9% | +62.9% | +60.4% |
| All | +62.0% | +0.8% | +61.2% | +60.4% |
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