+692.3%
XLI vs CVE
+62.8%
+629.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.5% |
| 7D | -4.5% | -14.1% | +9.6% | -1.5% |
| 30D | -5.3% | -11.6% | +6.3% | -3.0% |
| 3M | -12.6% | 0.0% | -12.6% | -13.0% |
| 6M | -5.3% | -8.4% | +3.1% | -4.6% |
| YTD | +5.6% | +65.9% | -60.3% | -7.4% |
| 1Y | +7.3% | +69.4% | -62.1% | -6.5% |
| 3Y | +66.7% | +55.9% | +10.8% | +44.8% |
| 5Y | +64.6% | +146.2% | -81.6% | +23.8% |
| 10Y | +240.8% | +140.6% | +100.2% | +115.5% |
| All | +692.3% | +62.8% | +629.5% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling