+146.2%
CVE vs FDS
-19.3%
+165.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -14.1% | +6.4% | -20.5% | -14.7% |
| 30D | -11.6% | +25.2% | -36.8% | -13.9% |
| 3M | 0.0% | +22.9% | -22.9% | -2.6% |
| 6M | -8.4% | +56.5% | -64.9% | -14.9% |
| YTD | +65.9% | +19.0% | +47.0% | +62.2% |
| 1Y | +69.4% | +32.7% | +36.7% | +61.0% |
| 3Y | +55.9% | -20.4% | +76.3% | +66.6% |
| 5Y | +146.2% | -19.6% | +165.8% | +156.1% |
| All | +146.2% | -19.3% | +165.4% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling