+61.8%
CVE vs MKTX
+1,453.2%
-1,391.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.1% | +0.2% | -16.3% | -16.2% |
| 30D | -10.4% | +0.9% | -11.2% | -10.5% |
| 3M | -2.4% | +2.3% | -4.7% | -2.8% |
| 6M | -4.4% | +12.4% | -16.8% | -7.0% |
| YTD | +64.9% | -7.3% | +72.2% | +65.7% |
| 1Y | +66.0% | +1.8% | +64.2% | +63.8% |
| 3Y | +57.7% | -21.2% | +78.8% | +59.3% |
| 5Y | +144.7% | -54.6% | +199.3% | +168.7% |
| 10Y | +139.2% | +21.5% | +117.8% | +92.7% |
| All | +61.8% | +1,453.2% | -1,391.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling