+699.4%
XLK vs CVE
+136.7%
+562.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -1.9% | -10.1% | +8.2% | -0.3% |
| 30D | -14.0% | -12.1% | -1.9% | -12.3% |
| 3M | -9.0% | -1.9% | -7.1% | -9.0% |
| 6M | -2.4% | -1.8% | -0.6% | -2.8% |
| YTD | +19.1% | +65.8% | -46.7% | +8.1% |
| 1Y | +19.2% | +60.8% | -41.6% | +8.6% |
| 3Y | +99.1% | +70.1% | +28.9% | +76.9% |
| 5Y | +112.0% | +134.8% | -22.8% | +74.7% |
| 10Y | +699.4% | +130.1% | +569.3% | +447.5% |
| All | +699.4% | +136.7% | +562.8% | +447.5% |
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