+147.4%
CVE vs MAS
+241.3%
-93.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.6% | -13.3% | -9.7% |
| 7D | -12.1% | +14.2% | -26.2% | -16.6% |
| 30D | -9.8% | +26.8% | -36.6% | -18.0% |
| 3M | -0.7% | +13.1% | -13.8% | -6.1% |
| 6M | -4.3% | +27.9% | -32.2% | -16.0% |
| YTD | +70.6% | +38.7% | +31.9% | +41.5% |
| 1Y | +73.2% | +40.4% | +32.8% | +42.3% |
| 3Y | +60.3% | +66.1% | -5.8% | +16.5% |
| 5Y | +159.3% | +47.4% | +111.9% | +93.5% |
| 10Y | +147.4% | +238.3% | -90.9% | +33.9% |
| All | +147.4% | +241.3% | -93.9% | +33.9% |
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