+599.3%
MTUM vs CVE
+53.3%
+546.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +1.7% | +2.5% | -0.8% | +1.3% |
| 30D | -1.7% | +16.7% | -18.4% | -3.8% |
| 3M | -6.3% | +9.3% | -15.6% | -7.7% |
| 6M | +21.8% | +43.6% | -21.8% | +15.0% |
| YTD | +22.0% | +93.6% | -71.5% | +10.0% |
| 1Y | +25.3% | +98.8% | -73.4% | +12.4% |
| 3Y | +112.1% | +73.6% | +38.5% | +91.1% |
| 5Y | +76.2% | +312.5% | -236.3% | +39.2% |
| 10Y | +340.1% | +161.0% | +179.1% | +226.1% |
| All | +599.3% | +53.3% | +546.0% | +458.2% |
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