+421.3%
MET vs CVE
+62.8%
+358.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -2.2% |
| 7D | -0.5% | -14.1% | +13.6% | +4.0% |
| 30D | +3.3% | -11.6% | +14.9% | +6.8% |
| 3M | +4.2% | 0.0% | +4.2% | +3.3% |
| 6M | +27.3% | -8.4% | +35.7% | +28.7% |
| YTD | +29.8% | +65.9% | -36.1% | +7.5% |
| 1Y | +30.2% | +69.4% | -39.2% | +6.9% |
| 3Y | +77.6% | +55.9% | +21.7% | +45.7% |
| 5Y | +82.3% | +146.2% | -63.9% | +21.5% |
| 10Y | +233.0% | +140.6% | +92.4% | +78.8% |
| All | +421.3% | +62.8% | +358.6% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling