+60.3%
XLC vs CVE
+54.6%
+5.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.4% |
| 7D | +3.1% | -14.1% | +17.2% | +4.2% |
| 30D | -6.5% | -11.6% | +5.1% | -5.8% |
| 3M | -5.6% | 0.0% | -5.6% | -6.1% |
| 6M | -9.2% | -8.4% | -0.8% | -9.0% |
| YTD | -10.6% | +65.9% | -76.5% | -18.4% |
| 1Y | -6.9% | +69.4% | -76.3% | -15.4% |
| All | +60.3% | +54.6% | +5.7% | +38.9% |
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 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