+183.5%
MAR vs CVE
+158.6%
+24.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +1.6% | +5.9% | -4.3% | +0.7% |
| 30D | +13.8% | -10.9% | +24.7% | +15.7% |
| 3M | +20.3% | -4.5% | +24.8% | +20.6% |
| 6M | +21.3% | -1.0% | +22.3% | +20.3% |
| YTD | +37.2% | +74.7% | -37.5% | +19.3% |
| 1Y | +48.4% | +65.8% | -17.4% | +30.4% |
| 3Y | +120.1% | +73.2% | +46.9% | +85.7% |
| All | +183.5% | +158.6% | +24.9% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling