+73.2%
CVE vs MDY
+17.5%
+55.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.5% |
| 7D | -12.1% | +1.7% | -13.8% | -11.7% |
| 30D | -9.8% | +1.2% | -11.0% | -9.5% |
| 3M | -0.7% | -3.5% | +2.8% | -1.4% |
| 6M | -4.3% | +3.5% | -7.9% | -4.0% |
| YTD | +70.6% | +13.6% | +57.0% | +69.1% |
| 1Y | +73.2% | +17.1% | +56.1% | +69.9% |
| All | +73.2% | +17.5% | +55.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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