+54.6%
XLE vs CVE
+72.1%
-17.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +0.9% |
| 30D | +11.8% | +16.7% | -5.0% | +3.5% |
| 3M | +9.8% | +9.3% | +0.6% | +4.5% |
| 6M | +15.6% | +43.6% | -28.0% | -4.0% |
| YTD | +45.3% | +93.6% | -48.3% | +3.5% |
| 1Y | +48.3% | +98.8% | -50.4% | +3.8% |
| All | +54.6% | +72.1% | -17.4% | +14.2% |
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 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