+540.2%
MAR vs CVE
+136.1%
+404.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +4.3% | -16.1% | +20.4% | +8.6% |
| 30D | +16.8% | -10.4% | +27.2% | +19.6% |
| 3M | +16.0% | -2.4% | +18.4% | +15.9% |
| 6M | +16.5% | -4.4% | +20.9% | +16.0% |
| YTD | +35.0% | +64.9% | -29.9% | +15.1% |
| 1Y | +49.4% | +66.0% | -16.7% | +26.9% |
| 3Y | +124.1% | +57.7% | +66.4% | +87.6% |
| 5Y | +159.2% | +144.7% | +14.4% | +83.2% |
| All | +540.2% | +136.1% | +404.1% | +229.4% |
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