+199.8%
MGY vs CVE
+419.4%
-219.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | +2.1% | +2.5% | -0.4% | +0.6% |
| 30D | +13.8% | +16.7% | -2.9% | +3.6% |
| 3M | -4.3% | +9.3% | -13.5% | -9.7% |
| 6M | -5.1% | +43.6% | -48.7% | -24.2% |
| YTD | +24.8% | +93.6% | -68.8% | -17.1% |
| 1Y | +11.8% | +98.8% | -86.9% | -27.0% |
| 3Y | +23.5% | +73.6% | -50.1% | -13.3% |
| 5Y | +87.5% | +312.5% | -225.0% | -18.2% |
| All | +199.8% | +419.4% | -219.7% | +3.4% |
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 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