+159.5%
CVE vs FTI
+886.2%
-726.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.5% |
| 7D | +5.9% | +4.3% | +1.6% | +3.3% |
| 30D | -10.9% | -4.7% | -6.2% | -8.5% |
| 3M | -4.5% | -13.5% | +9.0% | +3.5% |
| 6M | -1.0% | -8.7% | +7.7% | +3.4% |
| YTD | +74.7% | +49.0% | +25.7% | +35.9% |
| 1Y | +65.8% | +54.0% | +11.8% | +26.5% |
| 3Y | +73.2% | +211.6% | -138.4% | -16.5% |
| All | +159.5% | +886.2% | -726.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling