+67.4%
CVE vs FFIV
+561.0%
-493.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | -12.1% | -9.8% | -2.3% | -8.9% |
| 30D | -9.8% | -28.1% | +18.3% | 0.0% |
| 3M | -0.7% | -20.0% | +19.3% | +5.3% |
| 6M | -4.3% | -0.1% | -4.3% | -7.3% |
| YTD | +70.6% | +29.2% | +41.4% | +48.7% |
| 1Y | +73.2% | +36.6% | +36.6% | +47.3% |
| 3Y | +60.3% | +114.0% | -53.7% | +12.8% |
| 5Y | +159.3% | +48.1% | +111.2% | +103.9% |
| 10Y | +147.4% | +142.9% | +4.5% | +59.2% |
| All | +67.4% | +561.0% | -493.7% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling