+864.7%
XLY vs CVE
+89.9%
+774.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -3.1% | +16.7% | -19.9% | -5.8% |
| 3M | -1.8% | +9.3% | -11.1% | -3.8% |
| 6M | -0.9% | +43.6% | -44.5% | -8.1% |
| YTD | -3.4% | +93.6% | -97.0% | -15.5% |
| 1Y | -1.5% | +98.8% | -100.3% | -14.5% |
| 3Y | +38.8% | +73.6% | -34.8% | +21.3% |
| 5Y | +30.5% | +312.5% | -282.0% | -5.9% |
| 10Y | +215.3% | +161.0% | +54.2% | +114.5% |
| All | +864.7% | +89.9% | +774.7% | +562.5% |
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 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