+42.6%
XLK vs CVE
+109.0%
-66.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -0.1% | +17.5% | -17.5% | -0.2% |
| 3M | +2.1% | +16.2% | -14.1% | +2.2% |
| 6M | +37.2% | +47.8% | -10.6% | +34.1% |
| YTD | +30.8% | +98.5% | -67.7% | +25.0% |
| 1Y | +42.6% | +109.8% | -67.1% | +37.8% |
| All | +42.6% | +109.0% | -66.4% | +37.8% |
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