+89.9%
CVE vs FFIV
+682.8%
-592.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | +16.7% | -5.1% | +21.8% | +18.7% |
| 3M | +9.3% | -4.5% | +13.7% | +10.2% |
| 6M | +43.6% | +36.5% | +7.1% | +26.1% |
| YTD | +93.6% | +53.0% | +40.6% | +61.9% |
| 1Y | +98.8% | +24.2% | +74.5% | +78.6% |
| 3Y | +73.6% | +137.2% | -63.6% | +20.1% |
| 5Y | +312.5% | +91.8% | +220.7% | +199.7% |
| 10Y | +161.0% | +215.2% | -54.1% | +56.5% |
| All | +89.9% | +682.8% | -592.9% | -26.0% |
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 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