+629.1%
MRNA vs CVE
+385.8%
+243.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.4% |
| 7D | -10.1% | +2.0% | -12.1% | -10.2% |
| 30D | +126.7% | +13.2% | +113.5% | +124.2% |
| 3M | +184.1% | +21.7% | +162.4% | +178.6% |
| 6M | +143.3% | +48.4% | +94.9% | +133.2% |
| YTD | +359.9% | +100.1% | +259.7% | +328.4% |
| 1Y | +454.2% | +107.8% | +346.3% | +414.1% |
| 3Y | +26.0% | +76.9% | -50.9% | +17.1% |
| 5Y | -70.3% | +346.2% | -416.5% | -74.2% |
| All | +629.1% | +385.8% | +243.3% | +507.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling