-14.5%
MTUM vs CVE
-4.3%
-10.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | -10.2% | -16.1% | +5.9% | -9.5% |
| 30D | -20.9% | -10.4% | -10.5% | -20.3% |
| 3M | -17.1% | -2.4% | -14.7% | -16.6% |
| 6M | -14.5% | -4.4% | -10.1% | -11.6% |
| All | -14.5% | -4.3% | -10.2% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling