+1,977.3%
CMG vs CVE
+89.9%
+1,887.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +31.2% | +9.3% | +21.9% | +28.8% |
| 6M | +0.7% | +43.6% | -42.9% | -6.0% |
| YTD | -0.1% | +93.6% | -93.7% | -11.7% |
| 1Y | -10.7% | +98.8% | -109.5% | -21.6% |
| 3Y | -4.7% | +73.6% | -78.3% | -16.0% |
| 5Y | -3.8% | +312.5% | -316.2% | -30.0% |
| 10Y | +352.5% | +161.0% | +191.4% | +198.0% |
| All | +1,977.3% | +89.9% | +1,887.4% | +1,284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling