-82.1%
MARA vs CVE
+136.7%
-218.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | +3.3% | -10.1% | +13.3% | +8.3% |
| 30D | -31.2% | -12.1% | -19.1% | -27.5% |
| 3M | -34.2% | -1.9% | -32.3% | -34.4% |
| 6M | -48.7% | -1.8% | -46.8% | -49.5% |
| YTD | -26.1% | +65.8% | -91.8% | -42.8% |
| 1Y | -58.2% | +60.8% | -119.0% | -67.2% |
| 3Y | -28.1% | +70.1% | -98.2% | -46.1% |
| 5Y | -91.3% | +134.8% | -226.0% | -94.4% |
| 10Y | -82.1% | +130.1% | -212.2% | -90.5% |
| All | -82.1% | +136.7% | -218.8% | -90.5% |
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 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