+503.8%
CMI vs CVE
+170.0%
+333.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | -12.5% | +17.5% | -30.0% | -15.5% |
| 3M | -16.2% | +16.2% | -32.4% | -19.2% |
| 6M | +4.9% | +47.8% | -42.9% | -4.4% |
| YTD | +11.1% | +98.5% | -87.4% | -4.9% |
| 1Y | +43.4% | +109.8% | -66.4% | +20.9% |
| 3Y | +154.1% | +75.5% | +78.6% | +118.3% |
| 5Y | +169.5% | +341.6% | -172.1% | +88.1% |
| 10Y | +503.8% | +159.8% | +344.0% | +294.4% |
| All | +503.8% | +170.0% | +333.8% | +294.4% |
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