+23.5%
XLP vs CVE
+68.4%
-44.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.8% |
| 7D | +3.5% | -14.1% | +17.5% | +3.0% |
| 30D | +11.6% | -11.6% | +23.2% | +11.0% |
| 3M | +7.6% | 0.0% | +7.6% | +7.2% |
| 6M | +10.0% | -8.4% | +18.4% | +9.5% |
| YTD | +19.7% | +65.9% | -46.2% | +12.8% |
| 1Y | +23.5% | +69.4% | -46.0% | +16.2% |
| All | +23.5% | +68.4% | -44.9% | +16.2% |
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