-71.3%
MARA vs CVE
+317.2%
-388.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.8% |
| 7D | +6.0% | +2.5% | +3.5% | +4.5% |
| 30D | +0.6% | +16.7% | -16.1% | -8.2% |
| 3M | -18.5% | +9.3% | -27.8% | -23.4% |
| 6M | +21.7% | +43.6% | -21.9% | -4.6% |
| YTD | +25.9% | +93.6% | -67.6% | -16.7% |
| 1Y | -25.1% | +98.8% | -123.9% | -51.4% |
| 3Y | -5.7% | +73.6% | -79.3% | -36.8% |
| All | -71.3% | +317.2% | -388.5% | -91.1% |
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