-90.5%
MARA vs CVE
+32.0%
-122.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -18.5% | +9.3% | -27.8% | -22.5% |
| 6M | +21.7% | +43.6% | -21.9% | +0.8% |
| YTD | +25.9% | +93.6% | -67.6% | -8.3% |
| 1Y | -25.1% | +98.8% | -123.9% | -46.2% |
| 3Y | -5.7% | +73.6% | -79.3% | -29.8% |
| 5Y | -73.9% | +312.5% | -386.4% | -86.7% |
| 10Y | -75.6% | +161.0% | -236.7% | -88.2% |
| All | -90.5% | +32.0% | -122.5% | -92.2% |
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