+67.4%
CVE vs FDS
+462.0%
-394.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.5% | -8.8% |
| 7D | -12.1% | +9.4% | -21.5% | -15.4% |
| 30D | -9.8% | +23.8% | -33.6% | -17.5% |
| 3M | -0.7% | +25.1% | -25.8% | -10.5% |
| 6M | -4.3% | +53.8% | -58.1% | -23.1% |
| YTD | +70.6% | +19.6% | +51.0% | +50.3% |
| 1Y | +73.2% | +31.6% | +41.5% | +44.9% |
| 3Y | +60.3% | -20.0% | +80.3% | +66.0% |
| 5Y | +159.3% | -18.6% | +177.9% | +158.3% |
| 10Y | +147.4% | +149.8% | -2.3% | +26.5% |
| All | +67.4% | +462.0% | -394.7% | -52.9% |
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 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