+81.5%
MET vs CVE
+54.6%
+26.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -2.5% |
| 7D | -0.5% | -14.1% | +13.6% | +2.4% |
| 30D | +3.3% | -11.6% | +14.9% | +5.5% |
| 3M | +4.2% | 0.0% | +4.2% | +3.2% |
| 6M | +27.3% | -8.4% | +35.7% | +28.1% |
| YTD | +29.8% | +65.9% | -36.1% | +9.3% |
| 1Y | +30.2% | +69.4% | -39.2% | +8.7% |
| All | +81.5% | +54.6% | +26.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling