+380.7%
MCO vs CVE
+170.0%
+210.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +0.9% | +17.5% | -16.5% | -1.5% |
| 3M | +8.7% | +16.2% | -7.5% | +5.9% |
| 6M | +2.4% | +47.8% | -45.3% | -4.1% |
| YTD | -5.2% | +98.5% | -103.7% | -15.5% |
| 1Y | -4.4% | +109.8% | -114.1% | -15.8% |
| 3Y | +45.1% | +75.5% | -30.3% | +29.0% |
| 5Y | +31.5% | +341.6% | -310.1% | -1.8% |
| 10Y | +380.7% | +159.8% | +221.0% | +213.5% |
| All | +380.7% | +170.0% | +210.7% | +213.5% |
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