+35.1%
CVE vs FIVE
+868.1%
-833.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.5% |
| 7D | +2.5% | +4.3% | -1.8% | +1.5% |
| 30D | +16.7% | +12.5% | +4.2% | +13.2% |
| 3M | +9.3% | +31.2% | -22.0% | +2.1% |
| 6M | +43.6% | +14.4% | +29.2% | +36.9% |
| YTD | +93.6% | +33.9% | +59.7% | +77.3% |
| 1Y | +98.8% | +65.1% | +33.7% | +72.3% |
| 3Y | +73.6% | +49.0% | +24.6% | +44.2% |
| 5Y | +312.5% | +30.3% | +282.2% | +240.3% |
| 10Y | +161.0% | +481.1% | -320.1% | +51.8% |
| All | +35.1% | +868.1% | -833.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling