+93.2%
CVE vs MULL
+1,230.7%
-1,137.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +0.9% |
| 7D | +5.9% | +24.5% | -18.6% | +4.6% |
| 30D | -10.9% | -35.5% | +24.7% | -9.6% |
| 3M | -4.5% | -44.8% | +40.3% | -3.0% |
| 6M | -1.0% | -45.5% | +44.5% | -3.1% |
| YTD | +74.7% | +232.5% | -157.8% | +38.9% |
| 1Y | +65.8% | +343.3% | -277.4% | +25.6% |
| All | +93.2% | +1,230.7% | -1,137.4% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling