+608.7%
MCHP vs CVE
+70.3%
+538.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -4.3% | +4.6% | -8.9% | -5.4% |
| 30D | -16.3% | -12.0% | -4.3% | -13.5% |
| 3M | -21.4% | -3.8% | -17.6% | -20.9% |
| 6M | -35.8% | -2.7% | -33.0% | -36.1% |
| YTD | -0.9% | +73.6% | -74.5% | -17.0% |
| 1Y | +14.5% | +62.0% | -47.5% | -2.2% |
| 3Y | -13.7% | +72.7% | -86.4% | -28.4% |
| 5Y | -16.9% | +153.9% | -170.9% | -40.0% |
| 10Y | +137.5% | +147.6% | -10.2% | +41.2% |
| All | +608.7% | +70.3% | +538.4% | +338.9% |
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