+275.6%
XLE vs CVE
+67.4%
+208.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.6% | +2.9% | -1.1% |
| 7D | -7.2% | -12.1% | +4.9% | -1.4% |
| 30D | +0.1% | -9.8% | +9.9% | +5.0% |
| 3M | +9.2% | -0.7% | +9.9% | +9.3% |
| 6M | +8.4% | -4.3% | +12.7% | +9.8% |
| YTD | +44.9% | +70.6% | -25.7% | +11.0% |
| 1Y | +49.9% | +73.2% | -23.3% | +13.8% |
| 3Y | +61.1% | +60.3% | +0.8% | +23.4% |
| 5Y | +163.4% | +159.3% | +4.1% | +57.2% |
| 10Y | +181.4% | +147.4% | +33.9% | +32.3% |
| All | +275.6% | +67.4% | +208.3% | +99.0% |
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