+149.9%
XLE vs CVE
+142.8%
+7.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -12.0% | -16.1% | +4.1% | -3.4% |
| 30D | -2.7% | -10.4% | +7.6% | +3.0% |
| 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% | +5.5% |
| 1Y | +43.6% | +66.0% | -22.4% | +7.2% |
| 3Y | +58.1% | +57.7% | +0.4% | +17.2% |
| All | +149.9% | +142.8% | +7.1% | +43.5% |
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