+134.5%
CVE vs FDS
+135.4%
-0.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.5% |
| 7D | -16.1% | -0.5% | -15.6% | -16.2% |
| 30D | -10.4% | +20.2% | -30.6% | -15.7% |
| 3M | -2.4% | +19.9% | -22.2% | -8.8% |
| 6M | -4.4% | +56.2% | -60.6% | -20.4% |
| YTD | +64.9% | +14.6% | +50.4% | +52.3% |
| 1Y | +66.0% | +31.6% | +34.4% | +44.0% |
| 3Y | +57.7% | -23.8% | +81.5% | +68.9% |
| 5Y | +144.7% | -22.6% | +167.3% | +153.9% |
| All | +134.5% | +135.4% | -0.9% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling