+42.6%
XOP vs CVE
+136.7%
-94.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -10.0% | -10.1% | 0.0% | -3.7% |
| 30D | -9.1% | -12.1% | +3.0% | -1.3% |
| 3M | +5.1% | -1.9% | +6.9% | +6.1% |
| 6M | +6.4% | -1.8% | +8.2% | +6.9% |
| YTD | +39.7% | +65.8% | -26.1% | -0.2% |
| 1Y | +37.2% | +60.8% | -23.6% | -0.1% |
| 3Y | +37.6% | +70.1% | -32.5% | -5.7% |
| 5Y | +76.5% | +134.8% | -58.3% | -3.4% |
| 10Y | +42.6% | +130.1% | -87.5% | -35.7% |
| All | +42.6% | +136.7% | -94.0% | -35.7% |
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