+63.1%
CVE vs FIVE
+41.4%
+21.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.7% | -14.3% | -8.5% |
| 7D | -12.1% | +7.5% | -19.6% | -13.0% |
| 30D | -9.8% | +16.7% | -26.5% | -11.7% |
| 3M | -0.7% | +13.4% | -14.1% | -2.8% |
| 6M | -4.3% | +9.0% | -13.4% | -6.2% |
| YTD | +70.6% | +33.8% | +36.8% | +61.1% |
| 1Y | +73.2% | +61.2% | +12.0% | +58.4% |
| All | +63.1% | +41.4% | +21.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling