+220.2%
MET vs CVE
+136.1%
+84.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -1.2% | -16.1% | +15.0% | +3.3% |
| 30D | +3.2% | -10.4% | +13.6% | +5.8% |
| 3M | -1.1% | -2.4% | +1.3% | -1.2% |
| 6M | +25.0% | -4.4% | +29.5% | +24.9% |
| YTD | +27.9% | +64.9% | -37.1% | +8.8% |
| 1Y | +32.9% | +66.0% | -33.2% | +12.7% |
| 3Y | +78.8% | +57.7% | +21.1% | +50.1% |
| 5Y | +79.6% | +144.7% | -65.2% | +27.4% |
| All | +220.2% | +136.1% | +84.1% | +70.8% |
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