+50.6%
XLU vs CVE
+71.6%
-21.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.8% | +2.5% | -1.7% | +0.6% |
| 30D | -1.3% | +16.7% | -18.1% | -2.6% |
| 3M | -1.3% | +9.3% | -10.6% | -2.2% |
| 6M | -7.6% | +43.6% | -51.2% | -11.0% |
| YTD | +2.3% | +93.6% | -91.3% | -4.7% |
| 1Y | +5.8% | +98.8% | -93.0% | -1.8% |
| All | +50.6% | +71.6% | -21.1% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling