+148.6%
CVE vs MOH
+339.2%
-190.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | -10.9% | +0.1% | -11.0% | -11.2% |
| 3M | -4.5% | +1.8% | -6.4% | -5.3% |
| 6M | -1.0% | +9.1% | -10.1% | -3.4% |
| YTD | +74.7% | +20.7% | +54.0% | +64.6% |
| 1Y | +65.8% | +51.3% | +14.5% | +49.4% |
| 3Y | +73.2% | -42.0% | +115.2% | +80.3% |
| 5Y | +155.6% | -33.1% | +188.7% | +150.6% |
| All | +148.6% | +339.2% | -190.6% | +81.7% |
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