+311.6%
XOM vs CVE
+61.8%
+249.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -11.4% | -16.1% | +4.7% | -5.4% |
| 30D | +1.1% | -10.4% | +11.5% | +5.3% |
| 3M | +7.8% | -2.4% | +10.2% | +8.7% |
| 6M | +13.0% | -4.4% | +17.5% | +14.5% |
| YTD | +40.6% | +64.9% | -24.3% | +15.8% |
| 1Y | +49.1% | +66.0% | -17.0% | +22.4% |
| 3Y | +72.9% | +57.7% | +15.2% | +41.4% |
| 5Y | +204.0% | +144.7% | +59.2% | +109.7% |
| 10Y | +205.7% | +139.2% | +66.5% | +70.7% |
| All | +311.6% | +61.8% | +249.8% | +147.8% |
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