+127.5%
XLC vs CVE
+245.7%
-118.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +4.9% | -16.1% | +21.0% | +7.3% |
| 30D | -5.8% | -10.4% | +4.6% | -4.6% |
| 3M | -5.4% | -2.4% | -3.1% | -5.5% |
| 6M | -10.2% | -4.4% | -5.7% | -10.3% |
| YTD | -10.2% | +64.9% | -75.1% | -17.7% |
| 1Y | -5.6% | +66.0% | -71.6% | -13.7% |
| 3Y | +61.0% | +57.7% | +3.3% | +45.8% |
| 5Y | +35.2% | +144.7% | -109.5% | +11.7% |
| All | +127.5% | +245.7% | -118.2% | +61.5% |
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