+276.6%
XLE vs CVE
+89.9%
+186.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.0% |
| 30D | +11.8% | +16.7% | -5.0% | +3.8% |
| 3M | +9.8% | +9.3% | +0.6% | +4.8% |
| 6M | +15.6% | +43.6% | -28.0% | -3.3% |
| YTD | +45.3% | +93.6% | -48.3% | +5.0% |
| 1Y | +48.3% | +98.8% | -50.4% | +5.5% |
| 3Y | +55.4% | +73.6% | -18.2% | +14.9% |
| 5Y | +216.1% | +312.5% | -96.4% | +52.3% |
| 10Y | +178.4% | +161.0% | +17.4% | +27.6% |
| All | +276.6% | +89.9% | +186.7% | +88.3% |
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