+158.5%
XBI vs CVE
+170.0%
-11.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.6% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +2.9% | +17.5% | -14.6% | 0.0% |
| 3M | +26.2% | +16.2% | +10.0% | +22.5% |
| 6M | +30.7% | +47.8% | -17.0% | +20.9% |
| YTD | +32.9% | +98.5% | -65.6% | +16.3% |
| 1Y | +72.3% | +109.8% | -37.5% | +48.8% |
| 3Y | +107.2% | +75.5% | +31.7% | +81.3% |
| 5Y | +23.2% | +341.6% | -318.4% | -12.2% |
| 10Y | +158.5% | +159.8% | -1.2% | +68.3% |
| All | +158.5% | +170.0% | -11.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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