+418.2%
XLU vs CVE
+89.9%
+328.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -1.3% | +9.3% | -10.6% | -2.3% |
| 6M | -7.6% | +43.6% | -51.2% | -10.9% |
| YTD | +2.3% | +93.6% | -91.3% | -4.1% |
| 1Y | +5.8% | +98.8% | -93.0% | -1.1% |
| 3Y | +50.5% | +73.6% | -23.1% | +41.0% |
| 5Y | +44.1% | +312.5% | -268.4% | +22.8% |
| 10Y | +138.2% | +161.0% | -22.8% | +95.4% |
| All | +418.2% | +89.9% | +328.3% | +320.4% |
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