+98.8%
CVE vs FTV
+21.7%
+77.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | +2.5% | -4.5% | +7.0% | +2.1% |
| 30D | +16.7% | -7.1% | +23.8% | +15.9% |
| 3M | +9.3% | -7.2% | +16.4% | +8.2% |
| 6M | +43.6% | -1.5% | +45.1% | +41.6% |
| YTD | +93.6% | +3.5% | +90.1% | +87.4% |
| 1Y | +98.8% | +20.3% | +78.4% | +94.2% |
| All | +98.8% | +21.7% | +77.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded FTV 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling