+320.2%
CVE vs MAS
+32.0%
+288.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +16.7% | -5.6% | +22.3% | +17.7% |
| 3M | +9.3% | +4.4% | +4.8% | +6.8% |
| 6M | +43.6% | +7.2% | +36.4% | +38.4% |
| YTD | +93.6% | +16.1% | +77.5% | +81.4% |
| 1Y | +98.8% | +0.1% | +98.7% | +94.2% |
| 3Y | +73.6% | +28.3% | +45.3% | +55.3% |
| All | +320.2% | +32.0% | +288.1% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling