-5.7%
MARA vs CVE
+72.1%
-77.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.9% |
| 7D | +6.0% | +2.5% | +3.5% | +4.7% |
| 30D | +0.6% | +16.7% | -16.1% | -7.2% |
| 3M | -18.5% | +9.3% | -27.8% | -22.5% |
| 6M | +21.7% | +43.6% | -21.9% | -3.2% |
| YTD | +25.9% | +93.6% | -67.6% | -15.1% |
| 1Y | -25.1% | +98.8% | -123.9% | -50.4% |
| All | -5.7% | +72.1% | -77.8% | -44.5% |
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 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