+42.6%
XOP vs CVE
+61.8%
-19.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -14.7% | -16.1% | +1.4% | -4.1% |
| 30D | -7.7% | -10.4% | +2.7% | -0.8% |
| 3M | +4.4% | -2.4% | +6.8% | +5.9% |
| 6M | +3.5% | -4.4% | +8.0% | +5.8% |
| YTD | +39.4% | +64.9% | -25.5% | -1.4% |
| 1Y | +39.8% | +66.0% | -26.2% | -1.7% |
| 3Y | +29.7% | +57.7% | -28.0% | -8.1% |
| 5Y | +78.6% | +144.7% | -66.2% | -8.0% |
| 10Y | +51.8% | +139.2% | -87.4% | -36.2% |
| All | +42.6% | +61.8% | -19.2% | -20.7% |
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 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