+148.9%
CVE vs FTI
+848.3%
-699.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.8% |
| 30D | -10.8% | -6.3% | -4.6% | -7.5% |
| 3M | -4.3% | -13.1% | +8.8% | +3.4% |
| 6M | -1.5% | -8.0% | +6.5% | +2.5% |
| YTD | +70.7% | +47.1% | +23.7% | +33.9% |
| 1Y | +58.1% | +50.7% | +7.4% | +22.2% |
| 3Y | +69.8% | +209.0% | -139.1% | -17.6% |
| 5Y | +148.9% | +847.0% | -698.1% | -43.1% |
| All | +148.9% | +848.3% | -699.4% | -43.1% |
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