+486.2%
MTUM vs CVE
+30.6%
+455.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | -10.2% | -16.1% | +5.9% | -8.0% |
| 30D | -20.9% | -10.4% | -10.5% | -19.7% |
| 3M | -17.1% | -2.4% | -14.7% | -17.0% |
| 6M | -14.5% | -4.4% | -10.1% | -14.4% |
| YTD | +2.3% | +64.9% | -62.6% | -5.8% |
| 1Y | +4.0% | +66.0% | -62.0% | -4.4% |
| 3Y | +80.7% | +57.7% | +23.1% | +64.9% |
| 5Y | +40.1% | +144.7% | -104.7% | +18.5% |
| 10Y | +285.9% | +139.2% | +146.7% | +189.8% |
| All | +486.2% | +30.6% | +455.6% | +377.9% |
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