+89.9%
CVE vs MKTX
+1,432.5%
-1,342.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +16.7% | +1.1% | +15.7% | +16.5% |
| 3M | +9.3% | +36.1% | -26.8% | +2.8% |
| 6M | +43.6% | -12.9% | +56.5% | +46.0% |
| YTD | +93.6% | -8.5% | +102.1% | +94.9% |
| 1Y | +98.8% | -7.5% | +106.3% | +99.2% |
| 3Y | +73.6% | -28.3% | +101.9% | +78.0% |
| 5Y | +312.5% | -63.3% | +375.8% | +373.7% |
| 10Y | +161.0% | +4.5% | +156.5% | +118.1% |
| All | +89.9% | +1,432.5% | -1,342.6% | -26.3% |
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