+121.6%
XLK vs CVE
+71.6%
+49.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | +0.7% | +16.7% | -16.0% | -2.1% |
| 3M | -2.9% | +9.3% | -12.2% | -4.6% |
| 6M | +34.3% | +43.6% | -9.3% | +23.3% |
| YTD | +30.4% | +93.6% | -63.2% | +11.2% |
| 1Y | +43.4% | +98.8% | -55.4% | +20.9% |
| All | +121.6% | +71.6% | +49.9% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling