+324.8%
CMI vs CVE
+132.7%
+192.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -9.3% | -10.0% | +0.7% | -7.3% |
| 30D | -13.2% | -11.9% | -1.4% | -11.1% |
| 3M | -28.2% | -5.9% | -22.2% | -27.5% |
| 6M | -32.7% | -1.6% | -31.1% | -33.1% |
| YTD | -10.1% | +66.3% | -76.4% | -20.4% |
| 1Y | -4.9% | +57.5% | -62.4% | -14.9% |
| 3Y | +120.4% | +65.4% | +54.9% | +91.9% |
| 5Y | +114.3% | +144.2% | -29.9% | +68.1% |
| 10Y | +324.8% | +135.5% | +189.3% | +178.4% |
| All | +324.8% | +132.7% | +192.1% | +178.4% |
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