+83.3%
CVE vs MULL
+1,100.2%
-1,016.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.3% | -11.8% | -0.1% |
| 7D | -10.1% | -27.1% | +17.0% | -9.0% |
| 30D | -12.1% | -54.2% | +42.1% | -9.3% |
| 3M | -1.9% | -42.0% | +40.1% | -0.4% |
| 6M | -1.8% | -43.5% | +41.6% | -4.5% |
| YTD | +65.8% | +199.9% | -134.1% | +32.7% |
| 1Y | +60.8% | +292.8% | -232.0% | +22.6% |
| All | +83.3% | +1,100.2% | -1,016.8% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling