+176.5%
CVE vs MOH
+257.3%
-80.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -0.9% |
| 7D | +1.6% | -1.3% | +2.9% | +1.8% |
| 30D | +11.7% | +3.0% | +8.8% | +11.1% |
| 3M | +18.2% | +1.2% | +17.0% | +17.4% |
| 6M | +48.8% | +41.7% | +7.1% | +38.8% |
| YTD | +99.4% | +15.4% | +84.0% | +90.2% |
| 1Y | +97.9% | +11.8% | +86.1% | +88.2% |
| 3Y | +76.3% | -37.5% | +113.8% | +79.4% |
| 5Y | +344.6% | -20.6% | +365.3% | +315.6% |
| All | +176.5% | +257.3% | -80.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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