+165.9%
CVE vs FTI
+311.9%
-146.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +2.5% | +5.3% | -2.8% | -0.9% |
| 30D | +16.7% | +15.3% | +1.4% | +6.2% |
| 3M | +9.3% | +15.8% | -6.5% | -1.3% |
| 6M | +43.6% | +22.6% | +21.0% | +24.2% |
| YTD | +93.6% | +79.5% | +14.0% | +29.9% |
| 1Y | +98.8% | +102.0% | -3.3% | +22.5% |
| 3Y | +73.6% | +315.8% | -242.2% | -37.0% |
| 5Y | +312.5% | +1,129.5% | -817.0% | -34.3% |
| All | +165.9% | +311.9% | -146.0% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling