+243.8%
XLF vs CVE
+136.1%
+107.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.2% | -16.1% | +17.3% | +4.5% |
| 30D | +6.3% | -10.4% | +16.7% | +8.3% |
| 3M | -0.8% | -2.4% | +1.6% | -0.9% |
| 6M | +11.0% | -4.4% | +15.5% | +10.8% |
| YTD | +5.6% | +64.9% | -59.3% | -6.8% |
| 1Y | +10.8% | +66.0% | -55.2% | -2.5% |
| 3Y | +77.8% | +57.7% | +20.1% | +54.7% |
| 5Y | +55.6% | +144.7% | -89.1% | +18.5% |
| All | +243.8% | +136.1% | +107.7% | +104.6% |
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