+35.8%
XLC vs CVE
+142.8%
-107.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +4.9% | -16.1% | +21.0% | +6.8% |
| 30D | -5.8% | -10.4% | +4.6% | -4.9% |
| 3M | -5.4% | -2.4% | -3.1% | -5.6% |
| 6M | -10.2% | -4.4% | -5.7% | -10.4% |
| YTD | -10.2% | +64.9% | -75.1% | -17.5% |
| 1Y | -5.6% | +66.0% | -71.6% | -13.5% |
| 3Y | +61.0% | +57.7% | +3.3% | +45.0% |
| All | +35.8% | +142.8% | -107.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling