+109.8%
CVE vs MKTX
-11.5%
+121.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +17.5% | +1.0% | +16.5% | +17.4% |
| 3M | +16.2% | +41.3% | -25.1% | +11.7% |
| 6M | +47.8% | -11.3% | +59.1% | +46.3% |
| YTD | +98.5% | -8.6% | +107.0% | +95.1% |
| 1Y | +109.8% | -11.1% | +120.8% | +108.3% |
| All | +109.8% | -11.5% | +121.2% | +108.3% |
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