-2.6%
MRSH vs CVE
+75.1%
-77.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.9% |
| 7D | -3.8% | +0.2% | -3.9% | -3.8% |
| 30D | -5.8% | +17.5% | -23.3% | -6.3% |
| 3M | +11.7% | +16.2% | -4.5% | +11.0% |
| 6M | -0.3% | +47.8% | -48.1% | -1.7% |
| YTD | -1.1% | +98.5% | -99.6% | -3.4% |
| 1Y | -9.5% | +109.8% | -119.2% | -11.7% |
| 3Y | -2.6% | +75.5% | -78.0% | -5.5% |
| All | -2.6% | +75.1% | -77.7% | -5.5% |
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