+1,272.2%
MUU vs CVE
+71.5%
+1,200.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.8% |
| 7D | +24.7% | +5.9% | +18.7% | +19.4% |
| 30D | -35.1% | -10.9% | -24.3% | -28.2% |
| 3M | -44.3% | -4.5% | -39.7% | -42.5% |
| 6M | -44.4% | -1.0% | -43.5% | -45.6% |
| YTD | +244.9% | +74.7% | +170.2% | +71.1% |
| 1Y | +365.6% | +65.8% | +299.8% | +141.9% |
| All | +1,272.2% | +71.5% | +1,200.7% | +553.5% |
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