+320.2%
CVE vs XME
+176.2%
+143.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.5% | -0.1% | +2.6% | +2.4% |
| 30D | +16.7% | +6.0% | +10.7% | +12.4% |
| 3M | +9.3% | -7.7% | +17.0% | +12.9% |
| 6M | +43.6% | +1.0% | +42.6% | +37.9% |
| YTD | +93.6% | +14.6% | +78.9% | +69.5% |
| 1Y | +98.8% | +46.0% | +52.8% | +44.1% |
| 3Y | +73.6% | +127.0% | -53.4% | -11.2% |
| All | +320.2% | +176.2% | +143.9% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling