-16.6%
MARA vs CVE
+70.2%
-86.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.1% |
| 7D | +11.5% | +0.1% | +11.4% | +11.7% |
| 30D | -18.9% | -10.8% | -8.0% | -14.8% |
| 3M | -20.9% | -4.3% | -16.5% | -20.3% |
| 6M | -42.8% | -1.5% | -41.3% | -44.0% |
| YTD | -14.7% | +70.7% | -85.4% | -40.5% |
| 1Y | -47.6% | +58.1% | -105.7% | -61.8% |
| All | -16.6% | +70.2% | -86.8% | -46.8% |
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