+155.1%
XOP vs CVE
+317.2%
-162.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +0.8% |
| 30D | +15.4% | +16.7% | -1.3% | +3.6% |
| 3M | +12.1% | +9.3% | +2.8% | +4.8% |
| 6M | +19.7% | +43.6% | -23.9% | -7.6% |
| YTD | +52.4% | +93.6% | -41.2% | -5.0% |
| 1Y | +47.6% | +98.8% | -51.2% | -10.0% |
| 3Y | +34.4% | +73.6% | -39.2% | -12.5% |
| All | +155.1% | +317.2% | -162.1% | -16.0% |
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