+53.4%
MRK vs CVE
+72.1%
-18.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +1.3% | +2.5% | -1.2% | +1.3% |
| 30D | +17.1% | +16.7% | +0.4% | +16.6% |
| 3M | +25.9% | +9.3% | +16.6% | +25.5% |
| 6M | +26.8% | +43.6% | -16.8% | +25.1% |
| YTD | +44.9% | +93.6% | -48.7% | +41.0% |
| 1Y | +84.8% | +98.8% | -13.9% | +79.6% |
| All | +53.4% | +72.1% | -18.7% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling