+246.6%
CVE vs FND
+61.4%
+185.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.6% |
| 7D | +4.6% | -5.1% | +9.8% | +5.7% |
| 30D | -12.0% | +9.2% | -21.2% | -14.4% |
| 3M | -3.8% | -17.7% | +13.9% | -0.7% |
| 6M | -2.7% | +2.5% | -5.2% | -6.5% |
| YTD | +73.6% | -19.8% | +93.4% | +74.5% |
| 1Y | +62.0% | -22.7% | +84.7% | +64.0% |
| 3Y | +72.7% | -38.3% | +111.0% | +76.2% |
| 5Y | +153.9% | -63.0% | +216.9% | +184.2% |
| All | +246.6% | +61.4% | +185.1% | +139.0% |
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