+134.5%
CVE vs FFIV
+126.1%
+8.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -16.1% | -8.1% | -8.0% | -13.0% |
| 30D | -10.4% | -33.4% | +23.0% | +4.9% |
| 3M | -2.4% | -24.7% | +22.4% | +7.3% |
| 6M | -4.4% | -8.8% | +4.4% | -5.1% |
| YTD | +64.9% | +21.8% | +43.2% | +40.1% |
| 1Y | +66.0% | +25.3% | +40.7% | +38.5% |
| 3Y | +57.7% | +101.2% | -43.5% | -1.1% |
| 5Y | +144.7% | +40.2% | +104.5% | +80.0% |
| All | +134.5% | +126.1% | +8.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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