+321.5%
CMG vs CVE
+161.7%
+159.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -2.8% | +2.5% | -5.3% | -3.2% |
| 30D | +7.1% | +16.7% | -9.6% | +4.6% |
| 3M | +31.2% | +9.3% | +21.9% | +29.1% |
| 6M | +0.7% | +43.6% | -42.9% | -5.4% |
| YTD | -0.1% | +93.6% | -93.7% | -10.6% |
| 1Y | -10.7% | +98.8% | -109.5% | -20.6% |
| 3Y | -4.7% | +73.6% | -78.3% | -15.0% |
| 5Y | -3.8% | +312.5% | -316.2% | -28.0% |
| All | +321.5% | +161.7% | +159.7% | +160.3% |
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