+147.2%
CVE vs FGI
-70.4%
+217.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +16.7% | +65.4% | -48.7% | +14.6% |
| 3M | +9.3% | +23.5% | -14.2% | +7.7% |
| 6M | +43.6% | +60.5% | -16.9% | +38.6% |
| YTD | +93.6% | +30.0% | +63.6% | +87.9% |
| 1Y | +98.8% | +82.1% | +16.7% | +85.0% |
| 3Y | +73.6% | -4.4% | +78.0% | +62.0% |
| All | +147.2% | -70.4% | +217.6% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling