+41.4%
XLB vs CVE
+54.6%
-13.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.5% |
| 7D | -0.4% | -14.1% | +13.7% | +1.6% |
| 30D | +5.2% | -11.6% | +16.8% | +6.8% |
| 3M | -0.1% | 0.0% | -0.2% | -0.8% |
| 6M | +2.4% | -8.4% | +10.8% | +2.9% |
| YTD | +16.9% | +65.9% | -49.0% | +2.1% |
| 1Y | +25.0% | +69.4% | -44.4% | +8.6% |
| All | +41.4% | +54.6% | -13.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling