+1,521.1%
MCK vs CVE
+89.9%
+1,431.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.4% |
| 30D | +3.6% | +16.7% | -13.1% | +1.5% |
| 3M | +20.1% | +9.3% | +10.8% | +18.3% |
| 6M | -7.0% | +43.6% | -50.6% | -11.8% |
| YTD | +11.0% | +93.6% | -82.6% | +0.8% |
| 1Y | +31.8% | +98.8% | -66.9% | +19.1% |
| 3Y | +123.1% | +73.6% | +49.5% | +101.7% |
| 5Y | +351.7% | +312.5% | +39.2% | +246.3% |
| 10Y | +435.4% | +161.0% | +274.4% | +301.3% |
| All | +1,521.1% | +89.9% | +1,431.2% | +1,104.7% |
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