+135.5%
CVE vs MKTX
+12.3%
+123.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -10.0% | +0.1% | -10.1% | -10.0% |
| 30D | -11.9% | +0.8% | -12.6% | -11.9% |
| 3M | -5.9% | +2.6% | -8.5% | -6.2% |
| 6M | -1.6% | +13.6% | -15.2% | -3.5% |
| YTD | +66.3% | -7.1% | +73.4% | +66.6% |
| 1Y | +57.5% | -0.1% | +57.6% | +56.4% |
| 3Y | +65.4% | -22.3% | +87.7% | +67.0% |
| 5Y | +144.2% | -54.5% | +198.7% | +159.8% |
| 10Y | +135.5% | +14.3% | +121.2% | +120.1% |
| All | +135.5% | +12.3% | +123.2% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling