+130.1%
CVE vs FTI
+185.2%
-55.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -10.1% | -4.3% | -5.7% | -7.4% |
| 30D | -12.1% | -8.0% | -4.1% | -7.3% |
| 3M | -1.9% | -8.0% | +6.2% | +3.1% |
| 6M | -1.8% | -8.7% | +6.8% | +2.9% |
| YTD | +65.8% | +43.9% | +21.9% | +28.0% |
| 1Y | +60.8% | +49.8% | +11.0% | +20.9% |
| 3Y | +70.1% | +211.7% | -141.6% | -25.0% |
| 5Y | +134.8% | +781.6% | -646.8% | -52.8% |
| 10Y | +130.1% | +180.2% | -50.1% | -5.0% |
| All | +130.1% | +185.2% | -55.1% | -5.0% |
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