+108.8%
MNST vs CVE
+148.3%
-39.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.9% |
| 7D | +3.2% | -14.1% | +17.3% | +3.4% |
| 30D | +10.6% | -11.6% | +22.2% | +10.7% |
| 3M | +1.3% | 0.0% | +1.2% | +1.2% |
| 6M | +26.2% | -8.4% | +34.6% | +26.3% |
| YTD | +24.8% | +65.9% | -41.1% | +22.1% |
| 1Y | +40.9% | +69.4% | -28.5% | +37.8% |
| 3Y | +72.2% | +55.9% | +16.3% | +66.6% |
| 5Y | +108.8% | +146.2% | -37.4% | +95.0% |
| All | +108.8% | +148.3% | -39.5% | +95.0% |
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