-1.3%
CMI vs CVE
+60.9%
-62.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -12.2% | -10.8% | -1.4% | -11.8% |
| 3M | -26.5% | -4.3% | -22.2% | -26.2% |
| 6M | -33.6% | -1.5% | -32.2% | -33.2% |
| YTD | -8.3% | +70.7% | -79.0% | -17.2% |
| 1Y | -1.3% | +58.1% | -59.4% | -9.9% |
| All | -1.3% | +60.9% | -62.2% | -9.9% |
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