-18.2%
CMG vs CVE
+73.1%
-91.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.1% |
| 7D | -0.6% | +4.6% | -5.3% | -1.0% |
| 30D | +15.9% | -12.0% | +27.9% | +16.8% |
| 3M | +7.8% | -3.8% | +11.5% | +7.8% |
| 6M | +7.7% | -2.7% | +10.4% | +7.6% |
| YTD | -4.9% | +73.6% | -78.5% | -11.6% |
| 1Y | +12.3% | +62.0% | -49.7% | +5.2% |
| All | -18.2% | +73.1% | -91.3% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling