+98.8%
CVE vs FDS
-17.4%
+116.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.4% |
| 7D | +2.5% | -1.9% | +4.4% | +2.4% |
| 30D | +16.7% | +9.0% | +7.7% | +17.2% |
| 3M | +9.3% | +18.9% | -9.6% | +9.7% |
| 6M | +43.6% | +35.1% | +8.5% | +44.2% |
| YTD | +93.6% | +5.5% | +88.1% | +93.2% |
| 1Y | +98.8% | -16.8% | +115.6% | +93.4% |
| All | +98.8% | -17.4% | +116.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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