+162.3%
CVE vs FE
+115.1%
+47.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +2.5% | +1.9% | +0.6% | +1.9% |
| 30D | +16.7% | -1.2% | +17.9% | +17.1% |
| 3M | +9.3% | +3.5% | +5.8% | +7.9% |
| 6M | +43.6% | -6.1% | +49.7% | +45.8% |
| YTD | +93.6% | +7.6% | +86.0% | +88.2% |
| 1Y | +98.8% | +11.9% | +86.8% | +90.7% |
| 3Y | +73.6% | +48.4% | +25.2% | +49.4% |
| 5Y | +312.5% | +44.8% | +267.7% | +255.3% |
| All | +162.3% | +115.1% | +47.2% | +130.5% |
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