+235.2%
XLI vs CVE
+136.7%
+98.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | -0.5% | -10.1% | +9.6% | +1.4% |
| 30D | -0.2% | -12.1% | +11.9% | +2.0% |
| 3M | -8.6% | -1.9% | -6.7% | -8.6% |
| 6M | -2.0% | -1.8% | -0.1% | -2.6% |
| YTD | +9.7% | +65.8% | -56.0% | -2.1% |
| 1Y | +11.4% | +60.8% | -49.4% | -0.1% |
| 3Y | +74.2% | +70.1% | +4.1% | +51.5% |
| 5Y | +70.0% | +134.8% | -64.8% | +34.3% |
| 10Y | +235.2% | +130.1% | +105.2% | +110.1% |
| All | +235.2% | +136.7% | +98.6% | +110.1% |
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