+121.0%
CMI vs CVE
+74.2%
+46.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +0.5% | +5.9% | -5.5% | -0.9% |
| 30D | -14.0% | -10.9% | -3.2% | -11.8% |
| 3M | -28.1% | -4.5% | -23.6% | -27.6% |
| 6M | -35.8% | -1.0% | -34.9% | -36.3% |
| YTD | -10.5% | +74.7% | -85.2% | -26.9% |
| 1Y | -1.9% | +65.8% | -67.7% | -18.6% |
| 3Y | +121.0% | +73.2% | +47.8% | +64.2% |
| All | +121.0% | +74.2% | +46.8% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling