+178.4%
XOM vs CVE
+161.7%
+16.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | +1.8% | +2.5% | -0.7% | +0.8% |
| 30D | +5.9% | +16.7% | -10.9% | -0.3% |
| 3M | +5.6% | +9.3% | -3.7% | +1.7% |
| 6M | +7.9% | +43.6% | -35.7% | -6.5% |
| YTD | +35.2% | +93.6% | -58.4% | +4.3% |
| 1Y | +46.0% | +98.8% | -52.8% | +11.2% |
| 3Y | +55.0% | +73.6% | -18.6% | +21.5% |
| 5Y | +246.3% | +312.5% | -66.2% | +97.4% |
| All | +178.4% | +161.7% | +16.6% | +40.9% |
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