+175.3%
XEL vs CVE
+136.7%
+38.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.1% | -10.1% | +11.1% | +1.5% |
| 30D | +8.7% | -12.1% | +20.8% | +9.2% |
| 3M | +3.5% | -1.9% | +5.4% | +3.5% |
| 6M | +2.6% | -1.8% | +4.4% | +2.4% |
| YTD | +11.1% | +65.8% | -54.7% | +8.4% |
| 1Y | +2.2% | +60.8% | -58.7% | -0.1% |
| 3Y | +51.1% | +70.1% | -19.0% | +46.5% |
| 5Y | +48.0% | +134.8% | -86.7% | +40.8% |
| 10Y | +175.3% | +130.1% | +45.2% | +141.3% |
| All | +175.3% | +136.7% | +38.6% | +141.3% |
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