+168.8%
XLB vs CVE
+144.4%
+24.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +7.2% | -10.8% | +18.1% | +9.3% |
| 3M | 0.0% | -4.3% | +4.4% | +0.4% |
| 6M | +2.3% | -1.5% | +3.8% | +1.5% |
| YTD | +18.4% | +70.7% | -52.3% | +4.6% |
| 1Y | +23.3% | +58.1% | -34.8% | +10.5% |
| 3Y | +45.2% | +69.8% | -24.7% | +25.7% |
| 5Y | +31.0% | +148.9% | -118.0% | +2.3% |
| 10Y | +168.8% | +143.5% | +25.2% | +71.7% |
| All | +168.8% | +144.4% | +24.4% | +71.7% |
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 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