+35.9%
MET vs CVE
+60.9%
-25.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | +3.4% | -10.8% | +14.2% | +3.2% |
| 3M | +7.0% | -4.3% | +11.3% | +6.6% |
| 6M | +34.6% | -1.5% | +36.1% | +33.6% |
| YTD | +34.0% | +70.7% | -36.8% | +24.5% |
| 1Y | +35.9% | +58.1% | -22.2% | +27.8% |
| All | +35.9% | +60.9% | -25.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling