+73.2%
CVE vs FTI
+57.1%
+16.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.4% | -4.3% | -5.8% |
| 7D | -12.1% | -9.7% | -2.4% | -7.1% |
| 30D | -9.8% | -8.2% | -1.6% | -5.6% |
| 3M | -0.7% | -7.8% | +7.1% | +3.2% |
| 6M | -4.3% | -13.4% | +9.1% | +2.6% |
| YTD | +70.6% | +45.1% | +25.5% | +28.5% |
| 1Y | +73.2% | +54.6% | +18.6% | +24.6% |
| All | +73.2% | +57.1% | +16.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling