+32.9%
XLV vs CVE
+73.4%
-40.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.6% | +10.7% | +2.6% |
| 7D | +5.5% | -12.1% | +17.6% | +4.8% |
| 30D | +13.3% | -9.8% | +23.1% | +12.7% |
| 3M | +17.4% | -0.7% | +18.2% | +17.1% |
| 6M | +32.1% | -4.3% | +36.4% | +31.6% |
| YTD | +24.0% | +70.6% | -46.6% | +23.1% |
| 1Y | +32.9% | +73.2% | -40.3% | +32.6% |
| All | +32.9% | +73.4% | -40.5% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling