+134.8%
CVE vs FND
-60.4%
+195.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | +0.3% |
| 7D | -10.1% | +8.5% | -18.6% | -10.6% |
| 30D | -12.1% | +17.2% | -29.3% | -13.2% |
| 3M | -1.9% | -14.9% | +13.1% | -0.7% |
| 6M | -1.8% | +3.1% | -4.9% | -3.1% |
| YTD | +65.8% | -12.4% | +78.2% | +66.3% |
| 1Y | +60.8% | -10.0% | +70.9% | +60.4% |
| 3Y | +70.1% | -31.3% | +101.5% | +72.5% |
| 5Y | +134.8% | -60.3% | +195.1% | +158.5% |
| All | +134.8% | -60.4% | +195.2% | +158.5% |
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