+44.8%
MAR vs CVE
+59.0%
-14.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +0.2% | -10.1% | +10.3% | -1.4% |
| 30D | +14.0% | -12.1% | +26.1% | +11.9% |
| 3M | +18.1% | -1.9% | +20.0% | +18.2% |
| 6M | +18.6% | -1.8% | +20.4% | +19.1% |
| YTD | +35.3% | +65.8% | -30.5% | +34.8% |
| All | +44.8% | +59.0% | -14.2% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling