+101.4%
XLP vs CVE
+159.5%
-58.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | -0.9% | +16.7% | -17.6% | -1.9% |
| 3M | +3.8% | +9.3% | -5.5% | +3.0% |
| 6M | -1.7% | +43.6% | -45.3% | -4.4% |
| YTD | +10.3% | +93.6% | -83.3% | +4.9% |
| 1Y | +7.8% | +98.8% | -91.0% | +2.3% |
| 3Y | +27.2% | +73.6% | -46.4% | +20.8% |
| 5Y | +32.5% | +312.5% | -279.9% | +16.3% |
| All | +101.4% | +159.5% | -58.1% | +66.4% |
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