-8.4%
CVE vs FIVE
+3.9%
-12.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -3.1% |
| 7D | -14.1% | -1.7% | -12.3% | -13.9% |
| 30D | -11.6% | +14.9% | -26.5% | -10.8% |
| 3M | 0.0% | +7.6% | -7.6% | +0.2% |
| 6M | -8.4% | +6.4% | -14.8% | -10.0% |
| All | -8.4% | +3.9% | -12.3% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling