-19.1%
MXL vs CVE
+158.6%
-177.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.7% |
| 7D | +13.4% | +5.9% | +7.5% | +10.7% |
| 30D | -29.2% | -10.9% | -18.4% | -25.4% |
| 3M | -27.2% | -4.5% | -22.7% | -26.2% |
| 6M | -36.4% | -1.0% | -35.4% | -36.6% |
| YTD | +220.0% | +74.7% | +145.3% | +145.5% |
| 1Y | +304.8% | +65.8% | +239.0% | +216.9% |
| 3Y | +238.5% | +73.2% | +165.3% | +150.9% |
| All | -19.1% | +158.6% | -177.7% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling