-2.3%
CMI vs CVE
+59.0%
-61.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | -6.8% | -10.1% | +3.3% | -6.2% |
| 30D | -10.9% | -12.1% | +1.2% | -10.3% |
| 3M | -27.3% | -1.9% | -25.5% | -26.9% |
| 6M | -30.9% | -1.8% | -29.0% | -30.4% |
| YTD | -7.7% | +65.8% | -73.5% | -15.8% |
| All | -2.3% | +59.0% | -61.3% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling