+297.0%
MXL vs CVE
+73.4%
+223.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -7.6% | -3.5% | -9.1% |
| 7D | -24.3% | -12.1% | -12.3% | -21.7% |
| 30D | -46.1% | -9.8% | -36.3% | -44.6% |
| 3M | -21.8% | -0.7% | -21.1% | -22.1% |
| 6M | -27.2% | -4.3% | -22.9% | -25.8% |
| YTD | +226.2% | +70.6% | +155.6% | +207.3% |
| 1Y | +297.0% | +73.2% | +223.8% | +272.8% |
| All | +297.0% | +73.4% | +223.6% | +272.8% |
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