+1,611.6%
CMI vs CVE
+89.9%
+1,521.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.1% |
| 7D | -0.7% | +2.5% | -3.2% | -1.4% |
| 30D | -13.4% | +16.7% | -30.2% | -17.1% |
| 3M | -17.0% | +9.3% | -26.3% | -19.5% |
| 6M | -1.6% | +43.6% | -45.2% | -12.2% |
| YTD | +11.0% | +93.6% | -82.6% | -8.9% |
| 1Y | +41.9% | +98.8% | -56.8% | +15.3% |
| 3Y | +151.8% | +73.6% | +78.2% | +107.6% |
| 5Y | +163.6% | +312.5% | -148.9% | +63.3% |
| 10Y | +472.9% | +161.0% | +311.9% | +235.2% |
| All | +1,611.6% | +89.9% | +1,521.7% | +932.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling