+135.8%
CVE vs FE
+108.3%
+27.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -14.1% | +0.6% | -14.6% | -14.2% |
| 30D | -11.6% | +6.4% | -18.0% | -13.3% |
| 3M | 0.0% | -0.5% | +0.5% | 0.0% |
| 6M | -8.4% | +4.7% | -13.1% | -10.0% |
| YTD | +65.9% | +8.4% | +57.5% | +60.8% |
| 1Y | +69.4% | +7.2% | +62.2% | +64.7% |
| 3Y | +55.9% | +44.9% | +11.0% | +35.4% |
| 5Y | +146.2% | +46.3% | +99.9% | +111.3% |
| All | +135.8% | +108.3% | +27.6% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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