+521.8%
MA vs CVE
+159.5%
+362.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -2.7% | +2.5% | -5.2% | -3.2% |
| 30D | +1.5% | +16.7% | -15.2% | -1.5% |
| 3M | +20.4% | +9.3% | +11.2% | +17.9% |
| 6M | +11.1% | +43.6% | -32.5% | +2.8% |
| YTD | +2.0% | +93.6% | -91.6% | -11.5% |
| 1Y | -2.2% | +98.8% | -100.9% | -15.8% |
| 3Y | +41.9% | +73.6% | -31.7% | +22.7% |
| 5Y | +75.4% | +312.5% | -237.1% | +21.9% |
| All | +521.8% | +159.5% | +362.4% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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