+135.5%
CVE vs FTI
+178.7%
-43.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | -10.0% | -3.3% | -6.7% | -8.0% |
| 30D | -11.9% | -7.2% | -4.6% | -7.6% |
| 3M | -5.9% | -12.9% | +6.9% | +2.4% |
| 6M | -1.6% | -7.9% | +6.3% | +2.6% |
| YTD | +66.3% | +45.2% | +21.1% | +27.6% |
| 1Y | +57.5% | +48.1% | +9.5% | +19.3% |
| 3Y | +65.4% | +205.0% | -139.6% | -26.1% |
| 5Y | +144.2% | +838.8% | -694.7% | -53.1% |
| 10Y | +135.5% | +174.8% | -39.3% | +0.2% |
| All | +135.5% | +178.7% | -43.2% | +0.2% |
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