+181.3%
MS vs CVE
+72.1%
+109.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.4% | +2.5% | -1.1% | +0.8% |
| 30D | -0.3% | +16.7% | -17.0% | -3.5% |
| 3M | +0.3% | +9.3% | -9.0% | -1.8% |
| 6M | +31.3% | +43.6% | -12.3% | +18.5% |
| YTD | +24.7% | +93.6% | -68.9% | +2.3% |
| 1Y | +47.9% | +98.8% | -50.8% | +19.7% |
| All | +181.3% | +72.1% | +109.3% | +117.8% |
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