+162.3%
CVE vs FFIV
+214.3%
-52.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.5% | -1.0% | +3.5% | +2.9% |
| 30D | +16.7% | -5.1% | +21.8% | +19.2% |
| 3M | +9.3% | -4.5% | +13.7% | +10.4% |
| 6M | +43.6% | +36.5% | +7.1% | +21.5% |
| YTD | +93.6% | +53.0% | +40.6% | +53.7% |
| 1Y | +98.8% | +24.2% | +74.5% | +73.2% |
| 3Y | +73.6% | +137.2% | -63.6% | +5.8% |
| 5Y | +312.5% | +91.8% | +220.7% | +167.7% |
| All | +162.3% | +214.3% | -52.0% | +23.5% |
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