+135.5%
CVE vs FND
-61.6%
+197.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -16.1% | +7.7% | -23.8% | -16.6% |
| 30D | -10.4% | +11.9% | -22.2% | -11.2% |
| 3M | -2.4% | -14.6% | +12.2% | -1.3% |
| 6M | -4.4% | +0.5% | -4.9% | -5.6% |
| YTD | +64.9% | -15.8% | +80.8% | +65.8% |
| 1Y | +66.0% | -12.9% | +79.0% | +65.8% |
| 3Y | +57.7% | -34.2% | +91.8% | +60.3% |
| All | +135.5% | -61.6% | +197.1% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling