+192.2%
MET vs CVE
+147.6%
+44.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +2.1% | +4.6% | -2.5% | +0.9% |
| 30D | +1.8% | -12.0% | +13.8% | +4.9% |
| 3M | +6.0% | -3.8% | +9.8% | +6.4% |
| 6M | +31.1% | -2.7% | +33.8% | +30.4% |
| YTD | +32.6% | +73.6% | -41.0% | +11.3% |
| 1Y | +30.5% | +62.0% | -31.6% | +11.5% |
| 3Y | +83.6% | +72.7% | +10.8% | +50.5% |
| 5Y | +84.2% | +153.9% | -69.8% | +29.5% |
| All | +192.2% | +147.6% | +44.5% | +52.5% |
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