+159.0%
MXL vs CVE
+136.1%
+22.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.2% |
| 7D | -27.1% | -16.1% | -11.0% | -22.4% |
| 30D | -54.2% | -10.4% | -43.8% | -52.5% |
| 3M | -29.9% | -2.4% | -27.6% | -29.8% |
| 6M | -39.5% | -4.4% | -35.0% | -38.9% |
| YTD | +182.2% | +64.9% | +117.2% | +136.6% |
| 1Y | +231.8% | +66.0% | +165.8% | +177.0% |
| 3Y | +195.9% | +57.7% | +138.3% | +148.4% |
| 5Y | -27.3% | +144.7% | -172.0% | -48.0% |
| All | +159.0% | +136.1% | +22.8% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling