+134.0%
XLC vs CVE
+248.5%
-114.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +6.2% | -10.0% | +16.2% | +7.7% |
| 30D | -2.4% | -11.9% | +9.5% | -0.9% |
| 3M | -3.3% | -5.9% | +2.6% | -2.9% |
| 6M | -7.3% | -1.6% | -5.7% | -7.8% |
| YTD | -7.6% | +66.3% | -73.9% | -15.5% |
| 1Y | -3.7% | +57.5% | -61.2% | -11.2% |
| 3Y | +62.9% | +65.4% | -2.5% | +46.6% |
| 5Y | +41.6% | +144.2% | -102.5% | +17.0% |
| All | +134.0% | +248.5% | -114.5% | +65.9% |
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