+135.5%
MO vs CVE
+136.7%
-1.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.8% | -10.1% | +8.3% | -0.8% |
| 30D | +5.8% | -12.1% | +17.9% | +6.9% |
| 3M | +12.7% | -1.9% | +14.6% | +12.6% |
| 6M | +14.8% | -1.8% | +16.6% | +14.4% |
| YTD | +37.8% | +65.8% | -27.9% | +30.3% |
| 1Y | +39.5% | +60.8% | -21.4% | +32.2% |
| 3Y | +136.1% | +70.1% | +65.9% | +119.5% |
| 5Y | +148.5% | +134.8% | +13.8% | +118.6% |
| 10Y | +135.5% | +130.1% | +5.4% | +80.5% |
| All | +135.5% | +136.7% | -1.2% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling