+427.0%
MCK vs CVE
+175.4%
+251.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.2% |
| 30D | +0.4% | +9.7% | -9.3% | -0.6% |
| 3M | +12.1% | +16.9% | -4.8% | +10.0% |
| 6M | -5.4% | +41.4% | -46.8% | -9.3% |
| YTD | +7.8% | +98.0% | -90.2% | -0.8% |
| 1Y | +22.9% | +98.2% | -75.3% | +13.0% |
| 3Y | +110.7% | +77.9% | +32.8% | +93.3% |
| 5Y | +346.2% | +341.6% | +4.6% | +252.6% |
| All | +427.0% | +175.4% | +251.7% | +344.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling