+134.5%
CVE vs FIVE
+563.4%
-429.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -16.1% | -0.3% | -15.9% | -16.2% |
| 30D | -10.4% | +17.7% | -28.0% | -14.3% |
| 3M | -2.4% | +4.0% | -6.3% | -4.2% |
| 6M | -4.4% | +2.6% | -7.0% | -6.6% |
| YTD | +64.9% | +27.6% | +37.4% | +50.5% |
| 1Y | +66.0% | +59.9% | +6.1% | +42.1% |
| 3Y | +57.7% | +35.8% | +21.9% | +31.1% |
| 5Y | +144.7% | +14.4% | +130.3% | +105.4% |
| All | +134.5% | +563.4% | -429.0% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling