+83.5%
CVE vs MULL
+879.3%
-795.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -34.2% | +31.5% | -1.0% |
| 7D | -14.1% | -53.1% | +39.0% | -11.1% |
| 30D | -11.6% | -64.1% | +52.5% | -7.6% |
| 3M | 0.0% | -54.6% | +54.6% | +2.8% |
| 6M | -8.4% | -38.7% | +30.3% | -12.2% |
| YTD | +65.9% | +144.7% | -78.8% | +34.3% |
| 1Y | +69.4% | +220.3% | -150.9% | +30.6% |
| All | +83.5% | +879.3% | -795.9% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling