+1,027.5%
MO vs CVE
+61.8%
+965.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.4% | -16.1% | +13.7% | -0.8% |
| 30D | +9.7% | -10.4% | +20.1% | +10.8% |
| 3M | +14.1% | -2.4% | +16.5% | +14.1% |
| 6M | +11.9% | -4.4% | +16.3% | +11.8% |
| YTD | +38.4% | +64.9% | -26.5% | +30.6% |
| 1Y | +41.9% | +66.0% | -24.1% | +33.8% |
| 3Y | +134.5% | +57.7% | +76.9% | +119.3% |
| 5Y | +147.3% | +144.7% | +2.5% | +115.7% |
| 10Y | +135.2% | +139.2% | -4.0% | +85.0% |
| All | +1,027.5% | +61.8% | +965.7% | +788.7% |
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