-91.6%
MARA vs CVE
+142.8%
-234.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.3% |
| 7D | -6.2% | -16.1% | +9.9% | +2.7% |
| 30D | -38.7% | -10.4% | -28.3% | -35.5% |
| 3M | -40.4% | -2.4% | -38.0% | -40.7% |
| 6M | -51.3% | -4.4% | -46.8% | -51.7% |
| YTD | -29.3% | +64.9% | -94.2% | -49.2% |
| 1Y | -60.2% | +66.0% | -126.2% | -71.6% |
| 3Y | -31.3% | +57.7% | -88.9% | -51.5% |
| All | -91.6% | +142.8% | -234.4% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling