+22.7%
XLV vs CVE
+107.0%
-84.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -4.4% | +1.6% | -6.0% | -4.3% |
| 30D | -1.4% | +11.7% | -13.1% | -1.0% |
| 3M | +8.9% | +18.2% | -9.3% | +9.4% |
| 6M | +9.1% | +48.8% | -39.7% | +9.9% |
| YTD | +7.9% | +99.4% | -91.5% | +8.7% |
| 1Y | +22.7% | +97.9% | -75.1% | +25.2% |
| All | +22.7% | +107.0% | -84.2% | +25.2% |
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