+804.3%
XLK vs CVE
+167.0%
+637.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +0.8% | +13.2% | -12.4% | -1.2% |
| 3M | +4.1% | +21.7% | -17.6% | +0.4% |
| 6M | +34.8% | +48.4% | -13.6% | +25.4% |
| YTD | +30.8% | +100.1% | -69.3% | +15.5% |
| 1Y | +42.4% | +107.8% | -65.5% | +24.6% |
| 3Y | +121.8% | +76.9% | +44.9% | +96.0% |
| 5Y | +146.6% | +346.2% | -199.6% | +83.9% |
| 10Y | +804.3% | +173.5% | +630.7% | +505.5% |
| All | +804.3% | +167.0% | +637.3% | +505.5% |
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