+1,100.9%
MRNA vs CVE
+324.2%
+776.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -12.1% | +5.9% | -18.1% | -12.5% |
| 30D | -1.3% | -10.9% | +9.6% | -0.5% |
| 3M | +250.9% | -4.5% | +255.4% | +251.0% |
| 6M | +343.0% | -1.0% | +344.0% | +340.7% |
| YTD | +657.4% | +74.7% | +582.7% | +611.6% |
| 1Y | +794.9% | +65.8% | +729.1% | +744.6% |
| 3Y | +218.1% | +73.2% | +145.0% | +196.4% |
| 5Y | -3.4% | +155.6% | -159.0% | -12.6% |
| All | +1,100.9% | +324.2% | +776.7% | +908.3% |
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