+116.8%
MTUM vs CVE
+75.1%
+41.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.9% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -0.2% | +17.5% | -17.7% | -2.8% |
| 3M | -1.9% | +16.2% | -18.1% | -4.4% |
| 6M | +28.1% | +47.8% | -19.7% | +18.5% |
| YTD | +23.6% | +98.5% | -74.9% | +7.2% |
| 1Y | +26.1% | +109.8% | -83.6% | +7.7% |
| 3Y | +116.8% | +75.5% | +41.4% | +80.5% |
| All | +116.8% | +75.1% | +41.7% | +80.5% |
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