+57.7%
CVE vs FND
-36.7%
+94.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -16.1% | +7.7% | -23.8% | -16.2% |
| 30D | -10.4% | +11.9% | -22.2% | -10.5% |
| 3M | -2.4% | -14.6% | +12.2% | -1.6% |
| 6M | -4.4% | +0.5% | -4.9% | -5.1% |
| YTD | +64.9% | -15.8% | +80.8% | +67.0% |
| 1Y | +66.0% | -12.9% | +79.0% | +66.7% |
| 3Y | +57.7% | -34.2% | +91.8% | +62.4% |
| All | +57.7% | -36.7% | +94.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling