+67.4%
CVE vs FE
+136.8%
-69.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -12.1% | +1.7% | -13.8% | -12.6% |
| 30D | -9.8% | +8.1% | -17.9% | -12.3% |
| 3M | -0.7% | -1.3% | +0.6% | -0.5% |
| 6M | -4.3% | +2.9% | -7.2% | -5.7% |
| YTD | +70.6% | +8.6% | +62.0% | +64.5% |
| 1Y | +73.2% | +6.3% | +66.8% | +68.2% |
| 3Y | +60.3% | +45.1% | +15.2% | +36.7% |
| 5Y | +159.3% | +47.1% | +112.2% | +117.7% |
| 10Y | +147.4% | +110.6% | +36.8% | +80.7% |
| All | +67.4% | +136.8% | -69.4% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling