+255.0%
MET vs CVE
+159.5%
+95.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | +1.2% | +2.5% | -1.4% | +0.4% |
| 30D | +1.4% | +16.7% | -15.3% | -2.8% |
| 3M | +17.7% | +9.3% | +8.4% | +14.2% |
| 6M | +35.0% | +43.6% | -8.6% | +20.8% |
| YTD | +26.3% | +93.6% | -67.3% | +3.6% |
| 1Y | +22.8% | +98.8% | -75.9% | -0.3% |
| 3Y | +65.9% | +73.6% | -7.7% | +36.6% |
| 5Y | +85.4% | +312.5% | -227.1% | +14.3% |
| All | +255.0% | +159.5% | +95.6% | +86.2% |
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