+117.4%
CMI vs CVE
+53.7%
+63.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -10.0% | -16.1% | +6.1% | -6.2% |
| 30D | -13.0% | -10.4% | -2.6% | -10.8% |
| 3M | -29.9% | -2.4% | -27.5% | -29.8% |
| 6M | -36.7% | -4.4% | -32.3% | -36.6% |
| YTD | -10.9% | +64.9% | -75.9% | -26.1% |
| 1Y | -1.3% | +66.0% | -67.4% | -18.6% |
| 3Y | +117.4% | +57.7% | +59.7% | +66.5% |
| All | +117.4% | +53.7% | +63.7% | +66.5% |
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