+87.4%
MET vs CVE
+135.1%
-47.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | +1.3% | -10.1% | +11.4% | +3.6% |
| 30D | +4.0% | -12.1% | +16.1% | +6.6% |
| 3M | +4.6% | -1.9% | +6.5% | +4.3% |
| 6M | +32.8% | -1.8% | +34.6% | +31.6% |
| YTD | +32.3% | +65.8% | -33.5% | +13.7% |
| 1Y | +37.1% | +60.8% | -23.7% | +18.6% |
| 3Y | +86.8% | +70.1% | +16.7% | +54.4% |
| 5Y | +87.4% | +134.8% | -47.4% | +38.2% |
| All | +87.4% | +135.1% | -47.7% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling