+81.4%
XLF vs CVE
+70.2%
+11.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.3% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | +6.5% | -10.8% | +17.3% | +7.5% |
| 3M | +1.8% | -4.3% | +6.1% | +1.8% |
| 6M | +15.4% | -1.5% | +16.8% | +14.7% |
| YTD | +8.4% | +70.7% | -62.4% | -2.4% |
| 1Y | +11.9% | +58.1% | -46.2% | +2.3% |
| All | +81.4% | +70.2% | +11.2% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling