+98.8%
CVE vs MKTX
-8.5%
+107.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +16.7% | +1.1% | +15.7% | +16.6% |
| 3M | +9.3% | +36.1% | -26.8% | +5.8% |
| 6M | +43.6% | -12.9% | +56.5% | +40.6% |
| YTD | +93.6% | -8.5% | +102.1% | +88.3% |
| 1Y | +98.8% | -7.5% | +106.3% | +91.7% |
| All | +98.8% | -8.5% | +107.3% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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