+2,510.3%
MCO vs CVE
+61.8%
+2,448.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +2.4% | -16.1% | +18.5% | +5.6% |
| 30D | +12.5% | -10.4% | +22.8% | +14.4% |
| 3M | +7.1% | -2.4% | +9.5% | +6.9% |
| 6M | +13.2% | -4.4% | +17.6% | +12.8% |
| YTD | -0.4% | +64.9% | -65.3% | -11.7% |
| 1Y | +5.8% | +66.0% | -60.3% | -6.5% |
| 3Y | +55.4% | +57.7% | -2.3% | +35.6% |
| 5Y | +36.3% | +144.7% | -108.4% | +4.4% |
| 10Y | +468.9% | +139.2% | +329.7% | +266.3% |
| All | +2,510.3% | +61.8% | +2,448.5% | +1,807.7% |
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