+20.7%
XLK vs CVE
+73.4%
-52.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | -0.1% |
| 7D | -7.6% | -12.1% | +4.5% | -7.8% |
| 30D | -12.2% | -9.8% | -2.4% | -12.2% |
| 3M | -5.5% | -0.7% | -4.7% | -5.3% |
| 6M | +9.2% | -4.3% | +13.5% | +9.4% |
| YTD | +23.0% | +70.6% | -47.6% | +22.3% |
| 1Y | +20.7% | +73.2% | -52.4% | +19.3% |
| All | +20.7% | +73.4% | -52.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling