+354.5%
XLB vs CVE
+62.8%
+291.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.3% |
| 7D | -0.4% | -14.1% | +13.7% | +3.0% |
| 30D | +5.2% | -11.6% | +16.8% | +7.9% |
| 3M | -0.1% | 0.0% | -0.2% | -0.8% |
| 6M | +2.4% | -8.4% | +10.8% | +3.1% |
| YTD | +16.9% | +65.9% | -49.0% | +1.1% |
| 1Y | +25.0% | +69.4% | -44.4% | +7.4% |
| 3Y | +40.7% | +55.9% | -15.2% | +20.4% |
| 5Y | +31.6% | +146.2% | -114.5% | -3.4% |
| 10Y | +175.3% | +140.6% | +34.6% | +69.9% |
| All | +354.5% | +62.8% | +291.7% | +196.4% |
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