+144.2%
CVE vs FFIV
+41.1%
+103.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -10.0% | -4.2% | -5.8% | -9.0% |
| 30D | -11.9% | -33.9% | +22.0% | -3.3% |
| 3M | -5.9% | -22.6% | +16.7% | -1.6% |
| 6M | -1.6% | -10.4% | +8.8% | -1.9% |
| YTD | +66.3% | +24.3% | +42.0% | +48.9% |
| 1Y | +57.5% | +31.8% | +25.7% | +38.2% |
| 3Y | +65.4% | +99.5% | -34.1% | +28.7% |
| 5Y | +144.2% | +40.7% | +103.4% | +89.1% |
| All | +144.2% | +41.1% | +103.0% | +89.1% |
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