+391.6%
MCK vs CVE
+156.5%
+235.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | +0.5% | +4.6% | -4.2% | +0.3% |
| 30D | +12.0% | -12.0% | +24.0% | +12.4% |
| 3M | +22.7% | -3.8% | +26.5% | +22.7% |
| 6M | +46.9% | -2.7% | +49.6% | +46.7% |
| YTD | +31.7% | +73.6% | -41.9% | +27.8% |
| 1Y | +28.6% | +62.0% | -33.4% | +25.2% |
| 3Y | +132.6% | +72.7% | +59.9% | +123.9% |
| 5Y | +391.6% | +153.9% | +237.6% | +339.2% |
| All | +391.6% | +156.5% | +235.0% | +339.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling