+231.2%
CVE vs FND
+70.1%
+161.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.0% |
| 7D | -14.1% | +2.2% | -16.3% | -14.9% |
| 30D | -11.6% | +9.6% | -21.2% | -14.0% |
| 3M | 0.0% | -17.9% | +17.9% | +3.3% |
| 6M | -8.4% | +6.6% | -14.9% | -12.8% |
| YTD | +65.9% | -15.5% | +81.4% | +65.1% |
| 1Y | +69.4% | -16.2% | +85.6% | +68.4% |
| 3Y | +55.9% | -36.3% | +92.2% | +58.3% |
| 5Y | +146.2% | -61.4% | +207.5% | +173.7% |
| All | +231.2% | +70.1% | +161.1% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling