+27.4%
XLY vs CVE
+350.0%
-322.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | -2.1% | +2.0% | -4.1% | -2.4% |
| 30D | -6.0% | +13.2% | -19.2% | -7.7% |
| 3M | -2.7% | +21.7% | -24.4% | -5.8% |
| 6M | -1.5% | +48.4% | -49.8% | -8.3% |
| YTD | -5.4% | +100.1% | -105.5% | -17.0% |
| 1Y | -3.8% | +107.8% | -111.7% | -16.4% |
| 3Y | +36.6% | +76.9% | -40.3% | +18.7% |
| 5Y | +27.4% | +346.2% | -318.9% | -6.5% |
| All | +27.4% | +350.0% | -322.6% | -6.5% |
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