+904.2%
MO vs CVE
+89.9%
+814.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +0.3% | +2.5% | -2.2% | +0.1% |
| 30D | +0.6% | +16.7% | -16.1% | -1.0% |
| 3M | -1.0% | +9.3% | -10.2% | -2.1% |
| 6M | +4.3% | +43.6% | -39.3% | +0.2% |
| YTD | +23.3% | +93.6% | -70.3% | +14.7% |
| 1Y | +10.5% | +98.8% | -88.3% | +2.4% |
| 3Y | +96.3% | +73.6% | +22.7% | +82.1% |
| 5Y | +98.9% | +312.5% | -213.6% | +63.9% |
| 10Y | +103.6% | +161.0% | -57.4% | +59.0% |
| All | +904.2% | +89.9% | +814.3% | +680.4% |
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