+38.4%
XLY vs CVE
+75.1%
-36.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -4.9% | +17.5% | -22.4% | -6.7% |
| 3M | -1.0% | +16.2% | -17.2% | -2.9% |
| 6M | 0.0% | +47.8% | -47.7% | -6.6% |
| YTD | -4.2% | +98.5% | -102.6% | -16.0% |
| 1Y | -2.7% | +109.8% | -112.4% | -16.1% |
| 3Y | +38.4% | +75.5% | -37.0% | +13.3% |
| All | +38.4% | +75.1% | -36.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling