+335.9%
CMI vs CVE
+144.4%
+191.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -12.2% | -10.8% | -1.4% | -10.3% |
| 3M | -26.5% | -4.3% | -22.2% | -26.1% |
| 6M | -33.6% | -1.5% | -32.2% | -34.0% |
| YTD | -8.3% | +70.7% | -79.0% | -19.2% |
| 1Y | -1.3% | +58.1% | -59.4% | -11.7% |
| 3Y | +124.8% | +69.8% | +54.9% | +94.7% |
| 5Y | +119.9% | +148.9% | -29.1% | +71.8% |
| 10Y | +335.9% | +143.5% | +192.4% | +183.8% |
| All | +335.9% | +144.4% | +191.5% | +183.8% |
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