+34.8%
MCO vs CVE
+317.2%
-282.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -4.2% | +2.5% | -6.7% | -4.4% |
| 30D | +2.2% | +16.7% | -14.5% | +0.4% |
| 3M | +10.1% | +9.3% | +0.9% | +8.8% |
| 6M | +5.3% | +43.6% | -38.3% | +0.1% |
| YTD | -2.7% | +93.6% | -96.3% | -11.6% |
| 1Y | -0.4% | +98.8% | -99.1% | -10.1% |
| 3Y | +49.0% | +73.6% | -24.6% | +33.3% |
| All | +34.8% | +317.2% | -282.4% | +10.7% |
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 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