+143.2%
XLU vs CVE
+167.0%
-23.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +0.6% | +2.0% | -1.3% | +0.5% |
| 30D | -0.4% | +13.2% | -13.6% | -1.3% |
| 3M | -1.7% | +21.7% | -23.4% | -3.2% |
| 6M | -7.1% | +48.4% | -55.5% | -9.9% |
| YTD | +1.9% | +100.1% | -98.2% | -3.3% |
| 1Y | +6.1% | +107.8% | -101.7% | +0.3% |
| 3Y | +48.8% | +76.9% | -28.1% | +40.9% |
| 5Y | +43.8% | +346.2% | -302.4% | +26.9% |
| 10Y | +143.2% | +173.5% | -30.3% | +97.7% |
| All | +143.2% | +167.0% | -23.8% | +97.7% |
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 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