+21.8%
MGY vs CVE
+71.6%
-49.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.6% |
| 7D | +2.1% | +2.5% | -0.4% | +0.3% |
| 30D | +13.8% | +16.7% | -2.9% | +1.6% |
| 3M | -4.3% | +9.3% | -13.5% | -10.7% |
| 6M | -5.1% | +43.6% | -48.7% | -27.9% |
| YTD | +24.8% | +93.6% | -68.8% | -24.6% |
| 1Y | +11.8% | +98.8% | -86.9% | -34.0% |
| All | +21.8% | +71.6% | -49.8% | -20.4% |
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