+909.4%
XLY vs CVE
+71.4%
+838.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.0% | +5.9% | -3.9% | +1.0% |
| 30D | +7.6% | -10.9% | +18.5% | +9.5% |
| 3M | +1.5% | -4.5% | +6.0% | +1.8% |
| 6M | +1.5% | -1.0% | +2.5% | +0.6% |
| YTD | +1.1% | +74.7% | -73.6% | -10.3% |
| 1Y | +4.3% | +65.8% | -61.5% | -6.7% |
| 3Y | +51.8% | +73.2% | -21.4% | +32.3% |
| 5Y | +22.8% | +155.6% | -132.8% | -3.4% |
| 10Y | +233.4% | +149.3% | +84.2% | +127.4% |
| All | +909.4% | +71.4% | +838.0% | +603.0% |
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