+752.4%
XLI vs CVE
+89.9%
+662.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.6% |
| 30D | -5.9% | +16.7% | -22.7% | -9.1% |
| 3M | -0.3% | +9.3% | -9.5% | -2.7% |
| 6M | +0.1% | +43.6% | -43.5% | -8.6% |
| YTD | +13.6% | +93.6% | -80.0% | -3.3% |
| 1Y | +17.2% | +98.8% | -81.6% | -1.1% |
| 3Y | +68.2% | +73.6% | -5.4% | +43.1% |
| 5Y | +80.7% | +312.5% | -231.8% | +21.0% |
| 10Y | +253.3% | +161.0% | +92.2% | +121.0% |
| All | +752.4% | +89.9% | +662.5% | +443.1% |
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 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