+57.7%
CVE vs FTI
+191.5%
-133.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -2.4% |
| 7D | -16.1% | -7.6% | -8.5% | -12.2% |
| 30D | -10.4% | -7.1% | -3.2% | -6.6% |
| 3M | -2.4% | -8.7% | +6.3% | +2.3% |
| 6M | -4.4% | -14.0% | +9.6% | +3.2% |
| YTD | +64.9% | +42.8% | +22.1% | +31.8% |
| 1Y | +66.0% | +50.4% | +15.7% | +28.8% |
| 3Y | +57.7% | +194.1% | -136.5% | -20.3% |
| All | +57.7% | +191.5% | -133.8% | -20.3% |
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