+427.0%
MAR vs CVE
+159.5%
+267.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -4.2% | +2.5% | -6.7% | -4.8% |
| 30D | -6.7% | +16.7% | -23.4% | -10.4% |
| 3M | -12.5% | +9.3% | -21.8% | -15.1% |
| 6M | +0.6% | +43.6% | -43.0% | -9.8% |
| YTD | +9.1% | +93.6% | -84.5% | -10.0% |
| 1Y | +26.2% | +98.8% | -72.5% | +2.9% |
| 3Y | +68.2% | +73.6% | -5.4% | +38.2% |
| 5Y | +163.9% | +312.5% | -148.6% | +62.5% |
| All | +427.0% | +159.5% | +267.5% | +162.7% |
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