+69.2%
CVE vs FFIV
+102.3%
-33.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.8% |
| 30D | -10.8% | -32.4% | +21.6% | -3.2% |
| 3M | -4.3% | -22.7% | +18.4% | -0.4% |
| 6M | -1.5% | -10.7% | +9.2% | -2.7% |
| YTD | +70.7% | +25.4% | +45.3% | +49.3% |
| 1Y | +58.1% | +34.2% | +23.9% | +34.5% |
| All | +69.2% | +102.3% | -33.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling