+58.1%
XLE vs CVE
+53.7%
+4.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -12.0% | -16.1% | +4.1% | -4.1% |
| 30D | -2.7% | -10.4% | +7.6% | +2.5% |
| 3M | +6.6% | -2.4% | +8.9% | +7.6% |
| 6M | +9.5% | -4.4% | +14.0% | +11.2% |
| YTD | +40.6% | +64.9% | -24.4% | +8.9% |
| 1Y | +43.6% | +66.0% | -22.4% | +10.7% |
| 3Y | +58.1% | +57.7% | +0.4% | +19.9% |
| All | +58.1% | +53.7% | +4.4% | +19.9% |
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