+62.8%
CVE vs FDS
+459.2%
-396.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -14.1% | +6.4% | -20.5% | -16.4% |
| 30D | -11.6% | +25.2% | -36.8% | -19.5% |
| 3M | 0.0% | +22.9% | -22.9% | -9.2% |
| 6M | -8.4% | +56.5% | -64.9% | -27.0% |
| YTD | +65.9% | +19.0% | +47.0% | +46.4% |
| 1Y | +69.4% | +32.7% | +36.7% | +41.2% |
| 3Y | +55.9% | -20.4% | +76.3% | +61.8% |
| 5Y | +146.2% | -19.6% | +165.8% | +146.7% |
| 10Y | +140.6% | +148.5% | -7.9% | +23.3% |
| All | +62.8% | +459.2% | -396.5% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling