+845.9%
XBI vs CVE
+94.3%
+751.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.6% | +2.3% | -6.9% | -5.1% |
| 30D | -2.0% | +9.7% | -11.7% | -3.9% |
| 3M | +17.8% | +16.9% | +0.9% | +13.6% |
| 6M | +23.7% | +41.4% | -17.6% | +13.8% |
| YTD | +28.2% | +98.0% | -69.8% | +9.4% |
| 1Y | +64.0% | +98.2% | -34.3% | +39.6% |
| 3Y | +99.4% | +77.9% | +21.5% | +69.8% |
| 5Y | +19.3% | +341.6% | -322.2% | -20.6% |
| 10Y | +158.7% | +170.7% | -11.9% | +65.1% |
| All | +845.9% | +94.3% | +751.6% | +529.6% |
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