+146.2%
CVE vs FFIV
+39.3%
+106.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.7% | -1.4% |
| 7D | -14.1% | -14.2% | +0.2% | -10.9% |
| 30D | -11.6% | -33.6% | +22.0% | -3.2% |
| 3M | 0.0% | -24.2% | +24.3% | +5.2% |
| 6M | -8.4% | -8.3% | -0.1% | -9.5% |
| YTD | +65.9% | +22.1% | +43.8% | +49.2% |
| 1Y | +69.4% | +26.5% | +42.9% | +50.4% |
| 3Y | +55.9% | +102.3% | -46.4% | +20.6% |
| 5Y | +146.2% | +40.6% | +105.5% | +87.2% |
| All | +146.2% | +39.3% | +106.9% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling