+430.6%
XLU vs CVE
+62.6%
+368.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +0.3% | -10.1% | +10.3% | +1.2% |
| 30D | +5.7% | -12.1% | +17.9% | +6.8% |
| 3M | +1.2% | -1.9% | +3.0% | +1.1% |
| 6M | -0.7% | -1.8% | +1.1% | -1.0% |
| YTD | +4.7% | +65.8% | -61.1% | -0.6% |
| 1Y | +0.4% | +60.8% | -60.4% | -4.4% |
| 3Y | +59.6% | +70.1% | -10.5% | +49.6% |
| 5Y | +52.9% | +134.8% | -81.9% | +37.1% |
| 10Y | +153.5% | +130.1% | +23.4% | +109.9% |
| All | +430.6% | +62.6% | +368.0% | +335.7% |
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