+98.8%
CVE vs FIVE
+66.7%
+32.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.4% |
| 7D | +2.5% | +4.3% | -1.8% | +2.4% |
| 30D | +16.7% | +12.5% | +4.2% | +16.1% |
| 3M | +9.3% | +31.2% | -22.0% | +7.8% |
| 6M | +43.6% | +14.4% | +29.2% | +41.0% |
| YTD | +93.6% | +33.9% | +59.7% | +84.3% |
| 1Y | +98.8% | +65.1% | +33.7% | +81.6% |
| All | +98.8% | +66.7% | +32.1% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling