+54.0%
XLV vs CVE
+158.6%
-104.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +2.2% | +5.9% | -3.7% | +1.9% |
| 30D | +8.6% | -10.9% | +19.4% | +9.2% |
| 3M | +12.6% | -4.5% | +17.1% | +12.7% |
| 6M | +29.8% | -1.0% | +30.8% | +29.4% |
| YTD | +23.5% | +74.7% | -51.2% | +17.8% |
| 1Y | +25.7% | +65.8% | -40.1% | +20.3% |
| 3Y | +56.3% | +73.2% | -16.9% | +46.9% |
| All | +54.0% | +158.6% | -104.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling