+191.6%
XOM vs CVE
+136.7%
+54.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -8.3% | -10.1% | +1.8% | -4.5% |
| 30D | -2.5% | -12.1% | +9.6% | +2.4% |
| 3M | +8.3% | -1.9% | +10.2% | +9.0% |
| 6M | +15.5% | -1.8% | +17.3% | +15.8% |
| YTD | +39.6% | +65.8% | -26.2% | +14.2% |
| 1Y | +44.6% | +60.8% | -16.2% | +19.6% |
| 3Y | +76.6% | +70.1% | +6.4% | +39.6% |
| 5Y | +195.8% | +134.8% | +61.0% | +105.7% |
| 10Y | +191.6% | +130.1% | +61.5% | +53.1% |
| All | +191.6% | +136.7% | +54.9% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling