+392.3%
XLP vs CVE
+89.9%
+302.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +3.8% | +9.3% | -5.5% | +2.8% |
| 6M | -1.7% | +43.6% | -45.3% | -5.1% |
| YTD | +10.3% | +93.6% | -83.3% | +3.6% |
| 1Y | +7.8% | +98.8% | -91.0% | +0.9% |
| 3Y | +27.2% | +73.6% | -46.4% | +19.2% |
| 5Y | +32.5% | +312.5% | -279.9% | +12.2% |
| 10Y | +101.8% | +161.0% | -59.2% | +65.6% |
| All | +392.3% | +89.9% | +302.4% | +299.7% |
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