+2,538.3%
MCO vs CVE
+62.6%
+2,475.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.0% | -10.1% | +11.1% | +2.9% |
| 30D | +10.1% | -12.1% | +22.2% | +12.4% |
| 3M | +7.2% | -1.9% | +9.1% | +6.9% |
| 6M | +13.8% | -1.8% | +15.6% | +12.8% |
| YTD | +0.7% | +65.8% | -65.1% | -10.8% |
| 1Y | +5.6% | +60.8% | -55.2% | -6.0% |
| 3Y | +54.1% | +70.1% | -16.1% | +32.5% |
| 5Y | +36.0% | +134.8% | -98.8% | +5.1% |
| 10Y | +457.5% | +130.1% | +327.5% | +264.0% |
| All | +2,538.3% | +62.6% | +2,475.6% | +1,826.3% |
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