+498.8%
MAR vs CVE
+149.3%
+349.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +1.6% | +5.9% | -4.3% | +0.2% |
| 30D | +13.8% | -10.9% | +24.7% | +16.7% |
| 3M | +20.3% | -4.5% | +24.8% | +20.9% |
| 6M | +21.3% | -1.0% | +22.3% | +19.8% |
| YTD | +37.2% | +74.7% | -37.5% | +15.3% |
| 1Y | +48.4% | +65.8% | -17.4% | +26.3% |
| 3Y | +120.1% | +73.2% | +46.9% | +80.0% |
| 5Y | +182.1% | +155.6% | +26.5% | +97.4% |
| All | +498.8% | +149.3% | +349.5% | +202.3% |
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 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