+162.3%
CVE vs FDS
+84.7%
+77.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.2% |
| 7D | +2.5% | -1.9% | +4.4% | +3.1% |
| 30D | +16.7% | +9.0% | +7.7% | +13.2% |
| 3M | +9.3% | +18.9% | -9.6% | +1.7% |
| 6M | +43.6% | +35.1% | +8.5% | +25.7% |
| YTD | +93.6% | +5.5% | +88.1% | +84.9% |
| 1Y | +98.8% | -16.8% | +115.6% | +108.0% |
| 3Y | +73.6% | -28.1% | +101.7% | +89.6% |
| 5Y | +312.5% | -17.4% | +329.9% | +308.4% |
| All | +162.3% | +84.7% | +77.6% | +84.2% |
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