+737.9%
MS vs CVE
+67.4%
+670.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.6% | +11.9% | +6.6% |
| 7D | +2.6% | -12.1% | +14.7% | +6.5% |
| 30D | +2.6% | -9.8% | +12.4% | +5.3% |
| 3M | -10.1% | -0.7% | -9.4% | -10.8% |
| 6M | +4.4% | -4.3% | +8.7% | +3.8% |
| YTD | +11.7% | +70.6% | -58.9% | -9.0% |
| 1Y | +20.9% | +73.2% | -52.2% | -2.2% |
| 3Y | +177.1% | +60.3% | +116.8% | +123.8% |
| 5Y | +127.7% | +159.3% | -31.6% | +47.6% |
| 10Y | +684.1% | +147.4% | +536.6% | +304.6% |
| All | +737.9% | +67.4% | +670.6% | +406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling