+438.6%
XLP vs CVE
+67.4%
+371.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.6% | +11.0% | +4.0% |
| 7D | +5.9% | -12.1% | +18.0% | +6.9% |
| 30D | +13.5% | -9.8% | +23.2% | +14.3% |
| 3M | +8.4% | -0.7% | +9.1% | +8.2% |
| 6M | +11.5% | -4.3% | +15.9% | +11.5% |
| YTD | +20.6% | +70.6% | -50.0% | +14.3% |
| 1Y | +24.3% | +73.2% | -48.8% | +17.6% |
| 3Y | +45.1% | +60.3% | -15.3% | +36.6% |
| 5Y | +44.6% | +159.3% | -114.7% | +27.8% |
| 10Y | +133.1% | +147.4% | -14.3% | +91.3% |
| All | +438.6% | +67.4% | +371.3% | +341.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling