+212.8%
XOM vs CVE
+156.5%
+56.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.0% |
| 7D | +2.7% | +4.6% | -1.9% | +0.4% |
| 30D | -2.5% | -12.0% | +9.5% | +3.9% |
| 3M | +7.0% | -3.8% | +10.8% | +8.7% |
| 6M | +14.2% | -2.7% | +16.9% | +14.9% |
| YTD | +43.9% | +73.6% | -29.7% | +7.6% |
| 1Y | +47.9% | +62.0% | -14.1% | +14.3% |
| 3Y | +80.6% | +72.7% | +7.9% | +30.5% |
| 5Y | +212.8% | +153.9% | +58.9% | +78.5% |
| All | +212.8% | +156.5% | +56.2% | +78.5% |
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