+656.7%
XLV vs CVE
+89.9%
+566.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +4.4% | +16.7% | -12.3% | +2.5% |
| 3M | +13.2% | +9.3% | +4.0% | +11.7% |
| 6M | +10.1% | +43.6% | -33.5% | +4.8% |
| YTD | +11.7% | +93.6% | -81.9% | +2.3% |
| 1Y | +26.9% | +98.8% | -71.8% | +15.6% |
| 3Y | +35.0% | +73.6% | -38.6% | +23.2% |
| 5Y | +35.9% | +312.5% | -276.6% | +7.5% |
| 10Y | +179.0% | +161.0% | +18.0% | +111.2% |
| All | +656.7% | +89.9% | +566.7% | +478.1% |
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