+66.0%
CVE vs MDY
+12.3%
+53.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.5% |
| 7D | -16.1% | -1.7% | -14.5% | -16.3% |
| 30D | -10.4% | -0.9% | -9.5% | -10.4% |
| 3M | -2.4% | -5.7% | +3.4% | -3.4% |
| 6M | -4.4% | -2.9% | -1.5% | -4.5% |
| YTD | +64.9% | +9.8% | +55.1% | +61.9% |
| 1Y | +66.0% | +13.5% | +52.5% | +60.6% |
| All | +66.0% | +12.3% | +53.7% | +60.6% |
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