+43.3%
MA vs CVE
+72.1%
-28.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -2.7% | +2.5% | -5.2% | -2.8% |
| 30D | +1.5% | +16.7% | -15.2% | +0.6% |
| 3M | +20.4% | +9.3% | +11.2% | +19.7% |
| 6M | +11.1% | +43.6% | -32.5% | +7.8% |
| YTD | +2.0% | +93.6% | -91.6% | -4.3% |
| 1Y | -2.2% | +98.8% | -100.9% | -8.7% |
| All | +43.3% | +72.1% | -28.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling