-7.0%
MOS vs CVE
+67.8%
-74.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +21.6% | -16.1% | +37.7% | +23.0% |
| 30D | +12.0% | -10.4% | +22.3% | +11.7% |
| 3M | -3.9% | -2.4% | -1.5% | -5.5% |
| 6M | -3.3% | -4.4% | +1.1% | -5.2% |
| YTD | -4.6% | +64.9% | -69.6% | -30.7% |
| 1Y | -7.0% | +66.0% | -73.0% | -31.9% |
| All | -7.0% | +67.8% | -74.8% | -31.9% |
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