+611.0%
MS vs CVE
+137.5%
+473.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.2% |
| 7D | -3.4% | -14.1% | +10.7% | +0.2% |
| 30D | -3.9% | -11.6% | +7.7% | -1.3% |
| 3M | -15.9% | 0.0% | -15.9% | -16.6% |
| 6M | -2.5% | -8.4% | +5.9% | -1.8% |
| YTD | +5.1% | +65.9% | -60.8% | -10.8% |
| 1Y | +13.0% | +69.4% | -56.5% | -4.8% |
| 3Y | +160.7% | +55.9% | +104.8% | +119.7% |
| 5Y | +114.0% | +146.2% | -32.1% | +52.4% |
| All | +611.0% | +137.5% | +473.5% | +275.9% |
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