+127.5%
XLP vs CVE
+137.5%
-10.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.6% |
| 7D | +3.5% | -14.1% | +17.5% | +4.4% |
| 30D | +11.6% | -11.6% | +23.2% | +12.3% |
| 3M | +7.6% | 0.0% | +7.6% | +7.4% |
| 6M | +10.0% | -8.4% | +18.4% | +10.3% |
| YTD | +19.7% | +65.9% | -46.2% | +15.0% |
| 1Y | +23.5% | +69.4% | -46.0% | +18.3% |
| 3Y | +44.0% | +55.9% | -12.0% | +37.5% |
| 5Y | +42.7% | +146.2% | -103.5% | +30.0% |
| All | +127.5% | +137.5% | -10.0% | +89.4% |
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