-0.4%
MCO vs CVE
+99.6%
-100.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.3% |
| 7D | -4.2% | +2.5% | -6.7% | -3.8% |
| 30D | +2.2% | +16.7% | -14.5% | +4.7% |
| 3M | +10.1% | +9.3% | +0.9% | +12.3% |
| 6M | +5.3% | +43.6% | -38.3% | +11.0% |
| YTD | -2.7% | +93.6% | -96.3% | +5.9% |
| 1Y | -0.4% | +98.8% | -99.1% | +9.4% |
| All | -0.4% | +99.6% | -100.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling