+821.7%
XBI vs CVE
+61.8%
+759.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.7% |
| 7D | -2.4% | -16.1% | +13.7% | +1.0% |
| 30D | +1.3% | -10.4% | +11.7% | +3.3% |
| 3M | -1.5% | -2.4% | +0.9% | -1.5% |
| 6M | +10.7% | -4.4% | +15.1% | +10.4% |
| YTD | +25.0% | +64.9% | -40.0% | +10.2% |
| 1Y | +39.9% | +66.0% | -26.2% | +23.1% |
| 3Y | +119.2% | +57.7% | +61.5% | +90.7% |
| 5Y | +16.6% | +144.7% | -128.1% | -11.7% |
| 10Y | +181.3% | +139.2% | +42.0% | +82.7% |
| All | +821.7% | +61.8% | +759.9% | +534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling