+159.4%
XLU vs CVE
+132.7%
+26.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.7% | -10.0% | +10.7% | +1.4% |
| 30D | +5.6% | -11.9% | +17.5% | +6.4% |
| 3M | +2.1% | -5.9% | +8.1% | +2.4% |
| 6M | -0.9% | -1.6% | +0.7% | -1.1% |
| YTD | +4.6% | +66.3% | -61.7% | +0.3% |
| 1Y | +0.3% | +57.5% | -57.2% | -3.4% |
| 3Y | +58.6% | +65.4% | -6.9% | +50.7% |
| 5Y | +51.5% | +144.2% | -92.7% | +38.9% |
| 10Y | +159.4% | +135.5% | +23.8% | +116.9% |
| All | +159.4% | +132.7% | +26.7% | +116.9% |
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