+152.6%
XRT vs CVE
+136.7%
+15.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +2.5% | -10.1% | +12.5% | +4.3% |
| 30D | +10.3% | -12.1% | +22.4% | +12.5% |
| 3M | +2.4% | -1.9% | +4.2% | +2.1% |
| 6M | +10.0% | -1.8% | +11.8% | +9.0% |
| YTD | +9.5% | +65.8% | -56.2% | -2.7% |
| 1Y | +17.2% | +60.8% | -43.7% | +4.6% |
| 3Y | +62.0% | +70.1% | -8.1% | +40.4% |
| 5Y | -2.1% | +134.8% | -136.9% | -22.6% |
| 10Y | +152.6% | +130.1% | +22.5% | +58.9% |
| All | +152.6% | +136.7% | +15.9% | +58.9% |
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