+61.8%
CVE vs MDY
+528.6%
-466.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.3% |
| 7D | -16.1% | -1.7% | -14.5% | -14.7% |
| 30D | -10.4% | -0.9% | -9.5% | -9.8% |
| 3M | -2.4% | -5.7% | +3.4% | +3.8% |
| 6M | -4.4% | -2.9% | -1.5% | -2.9% |
| YTD | +64.9% | +9.8% | +55.1% | +43.0% |
| 1Y | +66.0% | +13.5% | +52.5% | +38.1% |
| 3Y | +57.7% | +51.9% | +5.7% | -9.4% |
| 5Y | +144.7% | +32.0% | +112.7% | +62.8% |
| 10Y | +139.2% | +176.5% | -37.2% | -24.9% |
| All | +61.8% | +528.6% | -466.7% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling