+216.0%
XLV vs CVE
+147.6%
+68.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +1.6% | +4.6% | -3.1% | +1.2% |
| 30D | +10.7% | -12.0% | +22.7% | +11.9% |
| 3M | +11.9% | -3.8% | +15.7% | +12.1% |
| 6M | +29.8% | -2.7% | +32.6% | +29.6% |
| YTD | +22.8% | +73.6% | -50.8% | +15.5% |
| 1Y | +25.0% | +62.0% | -37.0% | +18.2% |
| 3Y | +56.4% | +72.7% | -16.3% | +45.2% |
| 5Y | +52.3% | +153.9% | -101.7% | +33.1% |
| All | +216.0% | +147.6% | +68.3% | +141.6% |
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 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