+221.7%
MXL vs CVE
+161.7%
+60.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.0% |
| 7D | +1.6% | +2.5% | -0.9% | +0.7% |
| 30D | -7.0% | +16.7% | -23.7% | -12.0% |
| 3M | -33.4% | +9.3% | -42.7% | -35.5% |
| 6M | +260.2% | +43.6% | +216.6% | +217.7% |
| YTD | +260.0% | +93.6% | +166.4% | +187.0% |
| 1Y | +303.5% | +98.8% | +204.7% | +218.1% |
| 3Y | +160.4% | +73.6% | +86.8% | +111.4% |
| 5Y | +14.7% | +312.5% | -297.8% | -29.5% |
| All | +221.7% | +161.7% | +60.0% | +57.7% |
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