+350.1%
CMG vs CVE
+136.1%
+213.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.7% |
| 7D | +8.0% | -16.1% | +24.1% | +10.6% |
| 30D | +11.9% | -10.4% | +22.3% | +13.4% |
| 3M | +2.1% | -2.4% | +4.5% | +2.1% |
| 6M | +5.2% | -4.4% | +9.6% | +5.1% |
| YTD | -6.9% | +64.9% | -71.9% | -15.0% |
| 1Y | +12.7% | +66.0% | -53.4% | +2.7% |
| 3Y | -16.8% | +57.7% | -74.5% | -24.9% |
| 5Y | -4.1% | +144.7% | -148.8% | -21.8% |
| All | +350.1% | +136.1% | +213.9% | +176.4% |
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