+11.2%
MCD vs CVE
+54.6%
-43.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.9% |
| 7D | +8.0% | -14.1% | +22.1% | +7.3% |
| 30D | +19.6% | -11.6% | +31.2% | +18.9% |
| 3M | +2.2% | 0.0% | +2.2% | +2.1% |
| 6M | -1.1% | -8.4% | +7.2% | -1.4% |
| YTD | -7.2% | +65.9% | -73.2% | -7.1% |
| 1Y | -6.7% | +69.4% | -76.1% | -6.5% |
| All | +11.2% | +54.6% | -43.5% | +9.1% |
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 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