+228.0%
XLI vs CVE
+132.7%
+95.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.5% | -10.0% | +8.5% | +0.4% |
| 30D | -0.3% | -11.9% | +11.5% | +1.8% |
| 3M | -8.4% | -5.9% | -2.4% | -7.7% |
| 6M | -2.1% | -1.6% | -0.5% | -2.7% |
| YTD | +9.6% | +66.3% | -56.6% | -2.3% |
| 1Y | +10.7% | +57.5% | -46.8% | -0.4% |
| 3Y | +71.6% | +65.4% | +6.1% | +50.0% |
| 5Y | +70.8% | +144.2% | -73.4% | +33.9% |
| 10Y | +228.0% | +135.5% | +92.4% | +105.7% |
| All | +228.0% | +132.7% | +95.2% | +105.7% |
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