+73.2%
CVE vs MKTX
-22.1%
+95.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | -10.9% | +0.9% | -11.8% | -10.9% |
| 3M | -4.5% | +2.6% | -7.1% | -4.6% |
| 6M | -1.0% | +20.4% | -21.4% | -2.4% |
| YTD | +74.7% | -7.1% | +81.8% | +72.4% |
| 1Y | +65.8% | -2.8% | +68.6% | +63.6% |
| 3Y | +73.2% | -21.7% | +94.9% | +80.2% |
| All | +73.2% | -22.1% | +95.3% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling