+117.8%
CVE vs FGI
-70.3%
+188.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.0% | -2.7% | -7.6% |
| 7D | -12.1% | +3.3% | -15.4% | -12.1% |
| 30D | -9.8% | -2.0% | -7.7% | -9.8% |
| 3M | -0.7% | +60.3% | -61.0% | -2.5% |
| 6M | -4.3% | +0.7% | -5.1% | -5.4% |
| YTD | +70.6% | +30.2% | +40.4% | +65.6% |
| 1Y | +73.2% | +44.4% | +28.8% | +66.1% |
| 3Y | +60.3% | -0.4% | +60.7% | +49.3% |
| All | +117.8% | -70.3% | +188.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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