+199.0%
MXL vs CVE
+60.9%
+138.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +13.5% |
| 7D | -8.8% | -10.1% | +1.2% | -5.1% |
| 30D | -41.9% | -12.1% | -29.8% | -39.1% |
| 3M | -25.4% | -1.9% | -23.6% | -25.4% |
| 6M | -44.0% | -1.8% | -42.2% | -44.0% |
| YTD | +220.8% | +65.8% | +155.0% | +167.0% |
| 1Y | +278.8% | +60.8% | +218.0% | +217.9% |
| 3Y | +249.4% | +70.1% | +179.3% | +185.5% |
| 5Y | -17.3% | +134.8% | -152.1% | -41.3% |
| 10Y | +156.7% | +130.1% | +26.6% | +45.2% |
| All | +199.0% | +60.9% | +138.1% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling