+177.5%
MAR vs CVE
+136.5%
+41.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +2.9% | -10.0% | +12.8% | +4.5% |
| 30D | +17.0% | -11.9% | +28.9% | +19.2% |
| 3M | +23.2% | -5.9% | +29.1% | +23.8% |
| 6M | +21.7% | -1.6% | +23.3% | +20.6% |
| YTD | +38.9% | +66.3% | -27.4% | +21.7% |
| 1Y | +48.7% | +57.5% | -8.9% | +31.7% |
| 3Y | +122.9% | +65.4% | +57.5% | +89.5% |
| 5Y | +177.5% | +144.2% | +33.3% | +101.4% |
| All | +177.5% | +136.5% | +41.0% | +101.4% |
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 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