+1,046.3%
MO vs CVE
+67.5%
+978.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +8.0% | -10.8% | +18.8% | +9.1% |
| 3M | +20.9% | -4.3% | +25.2% | +21.2% |
| 6M | +16.3% | -1.5% | +17.8% | +15.9% |
| YTD | +40.7% | +70.7% | -30.0% | +32.4% |
| 1Y | +41.5% | +58.1% | -16.6% | +34.0% |
| 3Y | +141.5% | +69.8% | +71.7% | +124.1% |
| 5Y | +153.1% | +148.9% | +4.2% | +120.5% |
| 10Y | +149.3% | +143.5% | +5.8% | +95.8% |
| All | +1,046.3% | +67.5% | +978.8% | +800.5% |
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 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