+134.5%
CVE vs FE
+105.3%
+29.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -16.1% | -1.0% | -15.1% | -15.9% |
| 30D | -10.4% | +4.1% | -14.5% | -11.5% |
| 3M | -2.4% | -1.0% | -1.4% | -2.3% |
| 6M | -4.4% | +4.0% | -8.4% | -6.0% |
| YTD | +64.9% | +6.8% | +58.1% | +60.5% |
| 1Y | +66.0% | +5.3% | +60.7% | +62.3% |
| 3Y | +57.7% | +44.6% | +13.1% | +36.9% |
| 5Y | +144.7% | +44.2% | +100.5% | +111.0% |
| All | +134.5% | +105.3% | +29.2% | +104.5% |
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