+23.5%
XBI vs CVE
+317.2%
-293.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.5% |
| 30D | +7.1% | +16.7% | -9.7% | +4.8% |
| 3M | +22.9% | +9.3% | +13.6% | +21.2% |
| 6M | +29.7% | +43.6% | -13.9% | +22.0% |
| YTD | +34.5% | +93.6% | -59.1% | +20.4% |
| 1Y | +76.1% | +98.8% | -22.7% | +56.6% |
| 3Y | +103.2% | +73.6% | +29.6% | +79.6% |
| All | +23.5% | +317.2% | -293.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling