+265.1%
MU vs CVE
+73.4%
+191.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -7.6% | +0.6% | -6.8% |
| 7D | -19.1% | -12.1% | -7.0% | -19.0% |
| 30D | -25.2% | -9.8% | -15.5% | -25.0% |
| 3M | -10.9% | -0.7% | -10.2% | -10.1% |
| 6M | +38.0% | -4.3% | +42.3% | +39.3% |
| YTD | +178.8% | +70.6% | +108.2% | +186.4% |
| 1Y | +265.1% | +73.2% | +192.0% | +272.5% |
| All | +265.1% | +73.4% | +191.8% | +272.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling