+383.6%
CMG vs CVE
+136.7%
+246.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +8.6% | -10.1% | +18.7% | +10.2% |
| 30D | +13.1% | -12.1% | +25.2% | +15.0% |
| 3M | +9.0% | -1.9% | +10.9% | +8.9% |
| 6M | +10.0% | -1.8% | +11.8% | +9.6% |
| YTD | -3.4% | +65.8% | -69.2% | -11.8% |
| 1Y | +16.8% | +60.8% | -44.0% | +7.0% |
| 3Y | -14.7% | +70.1% | -84.8% | -23.9% |
| 5Y | -1.5% | +134.8% | -136.3% | -19.2% |
| 10Y | +383.6% | +130.1% | +253.5% | +197.9% |
| All | +383.6% | +136.7% | +246.9% | +197.9% |
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