-81.1%
MARA vs CVE
+136.1%
-217.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.2% |
| 7D | -6.2% | -16.1% | +9.9% | +1.4% |
| 30D | -38.7% | -10.4% | -28.3% | -36.0% |
| 3M | -40.4% | -2.4% | -38.0% | -40.5% |
| 6M | -51.3% | -4.4% | -46.8% | -51.5% |
| YTD | -29.3% | +64.9% | -94.2% | -45.2% |
| 1Y | -60.2% | +66.0% | -126.2% | -69.3% |
| 3Y | -31.3% | +57.7% | -88.9% | -46.9% |
| 5Y | -90.1% | +144.7% | -234.8% | -93.7% |
| All | -81.1% | +136.1% | -217.3% | -89.9% |
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