+130.1%
CVE vs FDS
+135.1%
-5.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -10.1% | -5.0% | -5.1% | -8.8% |
| 30D | -12.1% | +13.8% | -25.9% | -15.9% |
| 3M | -1.9% | +14.8% | -16.7% | -7.0% |
| 6M | -1.8% | +47.4% | -49.2% | -16.4% |
| YTD | +65.8% | +14.2% | +51.6% | +53.3% |
| 1Y | +60.8% | +26.6% | +34.2% | +41.8% |
| 3Y | +70.1% | -24.4% | +94.6% | +82.9% |
| 5Y | +134.8% | -22.6% | +157.4% | +143.5% |
| 10Y | +130.1% | +130.0% | +0.1% | +67.8% |
| All | +130.1% | +135.1% | -5.0% | +67.8% |
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