+8.8%
MRSH vs CVE
+67.9%
-59.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.5% | -10.1% | +9.6% | -0.3% |
| 30D | +16.3% | -12.1% | +28.4% | +16.4% |
| 3M | +7.3% | -1.9% | +9.1% | +7.0% |
| 6M | +26.6% | -1.8% | +28.5% | +26.1% |
| YTD | +12.6% | +65.8% | -53.2% | +10.3% |
| 1Y | +16.0% | +60.8% | -44.9% | +13.8% |
| 3Y | +8.8% | +70.1% | -61.3% | +5.6% |
| All | +8.8% | +67.9% | -59.1% | +5.6% |
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