+359.6%
MTUM vs CVE
+167.0%
+192.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | +0.6% | +13.2% | -12.6% | -1.2% |
| 3M | -0.6% | +21.7% | -22.3% | -3.7% |
| 6M | +25.3% | +48.4% | -23.0% | +17.6% |
| YTD | +23.8% | +100.1% | -76.3% | +10.8% |
| 1Y | +25.4% | +107.8% | -82.5% | +11.4% |
| 3Y | +117.3% | +76.9% | +40.4% | +94.5% |
| 5Y | +79.7% | +346.2% | -266.6% | +39.8% |
| 10Y | +359.6% | +173.5% | +186.1% | +225.1% |
| All | +359.6% | +167.0% | +192.6% | +225.1% |
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