+49.0%
XEL vs CVE
+158.6%
-109.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | +2.4% | +5.9% | -3.5% | +2.2% |
| 30D | +8.3% | -10.9% | +19.1% | +8.8% |
| 3M | +4.2% | -4.5% | +8.7% | +4.2% |
| 6M | +3.7% | -1.0% | +4.7% | +3.5% |
| YTD | +13.1% | +74.7% | -61.7% | +9.5% |
| 1Y | +5.0% | +65.8% | -60.8% | +1.9% |
| 3Y | +55.0% | +73.2% | -18.2% | +48.8% |
| All | +49.0% | +158.6% | -109.6% | +40.7% |
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