+62.8%
CVE vs FFIV
+525.0%
-462.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.7% | -0.8% |
| 7D | -14.1% | -14.2% | +0.2% | -9.3% |
| 30D | -11.6% | -33.6% | +22.0% | +0.8% |
| 3M | 0.0% | -24.2% | +24.3% | +8.2% |
| 6M | -8.4% | -8.3% | -0.1% | -8.4% |
| YTD | +65.9% | +22.1% | +43.8% | +47.5% |
| 1Y | +69.4% | +26.5% | +42.9% | +48.2% |
| 3Y | +55.9% | +102.3% | -46.4% | +11.9% |
| 5Y | +146.2% | +40.6% | +105.5% | +97.2% |
| 10Y | +140.6% | +129.7% | +11.0% | +57.9% |
| All | +62.8% | +525.0% | -462.2% | -32.6% |
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