+69.4%
CVE vs MAS
+37.4%
+32.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -3.8% |
| 7D | -14.1% | +4.6% | -18.6% | -12.6% |
| 30D | -11.6% | +19.9% | -31.5% | -6.4% |
| 3M | 0.0% | +8.9% | -8.9% | +3.2% |
| 6M | -8.4% | +20.2% | -28.5% | -3.0% |
| YTD | +65.9% | +33.9% | +32.0% | +76.1% |
| 1Y | +69.4% | +34.7% | +34.7% | +79.8% |
| All | +69.4% | +37.4% | +32.0% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling