+58.6%
CVE vs FTI
+182.6%
-124.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -0.2% |
| 7D | -14.1% | -8.0% | -6.1% | -9.7% |
| 30D | -11.6% | -11.9% | +0.3% | -5.1% |
| 3M | 0.0% | -11.0% | +11.1% | +6.5% |
| 6M | -8.4% | -17.8% | +9.4% | +1.6% |
| YTD | +65.9% | +38.5% | +27.4% | +35.0% |
| 1Y | +69.4% | +45.9% | +23.5% | +33.7% |
| All | +58.6% | +182.6% | -124.0% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling