+251.0%
XLF vs CVE
+161.7%
+89.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | 0.0% | +2.5% | -2.5% | -0.5% |
| 30D | +0.2% | +16.7% | -16.6% | -3.0% |
| 3M | +11.7% | +9.3% | +2.4% | +9.1% |
| 6M | +13.8% | +43.6% | -29.8% | +4.5% |
| YTD | +7.0% | +93.6% | -86.6% | -8.1% |
| 1Y | +9.1% | +98.8% | -89.6% | -7.1% |
| 3Y | +75.6% | +73.6% | +2.0% | +50.5% |
| 5Y | +66.4% | +312.5% | -246.0% | +13.6% |
| All | +251.0% | +161.7% | +89.2% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling