+73.2%
CVE vs MULL
+444.9%
-371.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.8% | +6.1% | -7.6% |
| 7D | -12.1% | -35.9% | +23.8% | -12.2% |
| 30D | -9.8% | -47.3% | +37.6% | -10.0% |
| 3M | -0.7% | -30.6% | +29.9% | -0.8% |
| 6M | -4.3% | +13.7% | -18.0% | -2.8% |
| YTD | +70.6% | +272.1% | -201.5% | +74.7% |
| 1Y | +73.2% | +475.1% | -401.9% | +79.5% |
| All | +73.2% | +444.9% | -371.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling