+692.2%
MRK vs CVE
+61.8%
+630.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -1.9% | -16.1% | +14.3% | -0.3% |
| 30D | +2.8% | -10.4% | +13.1% | +3.7% |
| 3M | +15.0% | -2.4% | +17.3% | +15.0% |
| 6M | +30.9% | -4.4% | +35.3% | +30.9% |
| YTD | +42.3% | +64.9% | -22.7% | +34.4% |
| 1Y | +76.1% | +66.0% | +10.1% | +66.1% |
| 3Y | +54.1% | +57.7% | -3.6% | +44.3% |
| 5Y | +109.5% | +144.7% | -35.2% | +82.6% |
| 10Y | +254.8% | +139.2% | +115.5% | +182.9% |
| All | +692.2% | +61.8% | +630.4% | +529.0% |
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 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