+183.1%
MAR vs CVE
+156.5%
+26.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.3% |
| 7D | +1.8% | +4.6% | -2.9% | +1.0% |
| 30D | +14.3% | -12.0% | +26.3% | +16.5% |
| 3M | +20.0% | -3.8% | +23.8% | +20.2% |
| 6M | +21.7% | -2.7% | +24.5% | +21.1% |
| YTD | +37.7% | +73.6% | -35.9% | +19.8% |
| 1Y | +46.8% | +62.0% | -15.2% | +29.6% |
| 3Y | +121.0% | +72.7% | +48.3% | +86.5% |
| 5Y | +183.1% | +153.9% | +29.1% | +104.5% |
| All | +183.1% | +156.5% | +26.5% | +104.5% |
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 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