+231.9%
CVE vs FND
+70.0%
+161.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.1% |
| 7D | -10.0% | +6.8% | -16.8% | -11.6% |
| 30D | -11.9% | +13.1% | -24.9% | -14.9% |
| 3M | -5.9% | -13.1% | +7.1% | -4.0% |
| 6M | -1.6% | -0.6% | -1.0% | -4.5% |
| YTD | +66.3% | -15.5% | +81.8% | +65.4% |
| 1Y | +57.5% | -13.7% | +71.2% | +55.2% |
| 3Y | +65.4% | -35.0% | +100.4% | +67.0% |
| 5Y | +144.2% | -60.1% | +204.2% | +168.0% |
| All | +231.9% | +70.0% | +161.9% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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