+161.8%
MS vs CVE
+54.6%
+107.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.5% |
| 7D | -3.4% | -14.1% | +10.7% | -0.9% |
| 30D | -3.9% | -11.6% | +7.7% | -2.1% |
| 3M | -15.9% | 0.0% | -15.9% | -16.7% |
| 6M | -2.5% | -8.4% | +5.9% | -1.9% |
| YTD | +5.1% | +65.9% | -60.8% | -12.0% |
| 1Y | +13.0% | +69.4% | -56.5% | -6.3% |
| All | +161.8% | +54.6% | +107.2% | +104.8% |
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