+133.6%
XLC vs CVE
+263.9%
-130.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.2% |
| 7D | +3.1% | +4.6% | -1.5% | +2.4% |
| 30D | -4.2% | -12.0% | +7.8% | -2.7% |
| 3M | -2.1% | -3.8% | +1.6% | -2.0% |
| 6M | -6.6% | -2.7% | -3.9% | -7.0% |
| YTD | -7.8% | +73.6% | -81.4% | -16.1% |
| 1Y | -4.1% | +62.0% | -66.1% | -11.9% |
| 3Y | +62.6% | +72.7% | -10.1% | +45.4% |
| 5Y | +39.6% | +153.9% | -114.3% | +14.7% |
| All | +133.6% | +263.9% | -130.3% | +64.6% |
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 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