+339.4%
CMI vs CVE
+136.7%
+202.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -6.8% | -10.1% | +3.3% | -4.8% |
| 30D | -10.9% | -12.1% | +1.2% | -8.6% |
| 3M | -27.3% | -1.9% | -25.5% | -27.3% |
| 6M | -30.9% | -1.8% | -29.0% | -31.2% |
| YTD | -7.7% | +65.8% | -73.5% | -18.2% |
| 1Y | 0.0% | +60.8% | -60.9% | -10.9% |
| 3Y | +130.1% | +70.1% | +60.0% | +99.3% |
| 5Y | +121.5% | +134.8% | -13.3% | +75.1% |
| 10Y | +339.4% | +130.1% | +209.3% | +189.1% |
| All | +339.4% | +136.7% | +202.7% | +189.1% |
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 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