-95.1%
MARA vs CVE
+13.1%
-108.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.7% | -11.7% | -13.2% |
| 7D | -18.0% | -14.1% | -3.9% | -12.3% |
| 30D | -46.4% | -11.6% | -34.8% | -43.6% |
| 3M | -47.7% | 0.0% | -47.7% | -48.3% |
| 6M | -51.6% | -8.4% | -43.3% | -51.0% |
| YTD | -34.5% | +65.9% | -100.4% | -49.3% |
| 1Y | -65.7% | +69.4% | -135.1% | -73.7% |
| 3Y | -37.5% | +55.9% | -93.4% | -51.3% |
| 5Y | -90.8% | +146.2% | -236.9% | -94.2% |
| 10Y | -82.6% | +140.6% | -223.2% | -91.3% |
| All | -95.1% | +13.1% | -108.2% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling