+320.2%
CVE vs FIVE
+31.2%
+288.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.1% |
| 7D | +2.5% | +4.3% | -1.8% | +1.8% |
| 30D | +16.7% | +12.5% | +4.2% | +14.4% |
| 3M | +9.3% | +31.2% | -22.0% | +4.5% |
| 6M | +43.6% | +14.4% | +29.2% | +39.1% |
| YTD | +93.6% | +33.9% | +59.7% | +82.4% |
| 1Y | +98.8% | +65.1% | +33.7% | +80.1% |
| 3Y | +73.6% | +49.0% | +24.6% | +49.9% |
| All | +320.2% | +31.2% | +288.9% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling