+67.4%
XLI vs CVE
+53.7%
+13.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.8% | -16.1% | +13.3% | -0.8% |
| 30D | -3.1% | -10.4% | +7.3% | -2.0% |
| 3M | -11.7% | -2.4% | -9.4% | -11.8% |
| 6M | -7.6% | -4.4% | -3.1% | -7.7% |
| YTD | +5.7% | +64.9% | -59.2% | -5.9% |
| 1Y | +7.8% | +66.0% | -58.2% | -4.3% |
| 3Y | +67.4% | +57.7% | +9.7% | +44.7% |
| All | +67.4% | +53.7% | +13.7% | +44.7% |
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 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