-11.7%
MOS vs CVE
+68.4%
-80.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.4% |
| 7D | +22.5% | -14.1% | +36.6% | +23.4% |
| 30D | +6.6% | -11.6% | +18.3% | +6.8% |
| 3M | -3.8% | 0.0% | -3.8% | -5.8% |
| 6M | -2.2% | -8.4% | +6.2% | -2.3% |
| YTD | -4.8% | +65.9% | -70.7% | -30.1% |
| 1Y | -11.7% | +69.4% | -81.1% | -35.0% |
| All | -11.7% | +68.4% | -80.1% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling