-23.9%
MARA vs CVE
+74.2%
-98.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +10.1% | +5.9% | +4.1% | +7.2% |
| 30D | -15.1% | -10.9% | -4.2% | -10.8% |
| 3M | -24.1% | -4.5% | -19.6% | -23.5% |
| 6M | -45.2% | -1.0% | -44.2% | -46.3% |
| YTD | -22.2% | +74.7% | -96.9% | -46.3% |
| 1Y | -45.3% | +65.8% | -111.1% | -61.1% |
| 3Y | -23.9% | +73.2% | -97.0% | -52.0% |
| All | -23.9% | +74.2% | -98.1% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling