+127.7%
MS vs CVE
+157.6%
-29.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.6% | +11.9% | +5.8% |
| 7D | +2.6% | -12.1% | +14.7% | +5.2% |
| 30D | +2.6% | -9.8% | +12.4% | +4.4% |
| 3M | -10.1% | -0.7% | -9.4% | -10.6% |
| 6M | +4.4% | -4.3% | +8.7% | +4.0% |
| YTD | +11.7% | +70.6% | -58.9% | -5.1% |
| 1Y | +20.9% | +73.2% | -52.2% | +2.2% |
| 3Y | +177.1% | +60.3% | +116.8% | +131.0% |
| 5Y | +127.7% | +159.3% | -31.6% | +60.6% |
| All | +127.7% | +157.6% | -29.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling