+62.8%
CVE vs FTI
+208.9%
-146.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | +0.2% |
| 7D | -14.1% | -8.0% | -6.1% | -9.2% |
| 30D | -11.6% | -11.9% | +0.3% | -4.2% |
| 3M | 0.0% | -11.0% | +11.1% | +7.4% |
| 6M | -8.4% | -17.8% | +9.4% | +2.8% |
| YTD | +65.9% | +38.5% | +27.4% | +32.0% |
| 1Y | +69.4% | +45.9% | +23.5% | +30.3% |
| 3Y | +55.9% | +181.8% | -125.9% | -25.3% |
| 5Y | +146.2% | +748.6% | -602.5% | -47.1% |
| 10Y | +140.6% | +180.4% | -39.8% | -2.1% |
| All | +62.8% | +208.9% | -146.2% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling