+126.6%
XLC vs CVE
+247.7%
-121.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.2% |
| 7D | +3.1% | -14.1% | +17.2% | +5.1% |
| 30D | -6.5% | -11.6% | +5.1% | -5.2% |
| 3M | -5.6% | 0.0% | -5.6% | -6.0% |
| 6M | -9.2% | -8.4% | -0.8% | -8.8% |
| YTD | -10.6% | +65.9% | -76.5% | -18.1% |
| 1Y | -6.9% | +69.4% | -76.3% | -15.1% |
| 3Y | +59.9% | +55.9% | +4.0% | +45.0% |
| 5Y | +34.7% | +146.2% | -111.5% | +11.1% |
| All | +126.6% | +247.7% | -121.2% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling