+162.3%
CVE vs MAS
+137.9%
+24.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.0% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +16.7% | -5.6% | +22.3% | +18.9% |
| 3M | +9.3% | +4.4% | +4.8% | +4.9% |
| 6M | +43.6% | +7.2% | +36.4% | +34.1% |
| YTD | +93.6% | +16.1% | +77.5% | +73.1% |
| 1Y | +98.8% | +0.1% | +98.7% | +89.2% |
| 3Y | +73.6% | +28.3% | +45.3% | +41.5% |
| 5Y | +312.5% | +30.5% | +282.0% | +220.3% |
| All | +162.3% | +137.9% | +24.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling