+130.1%
CVE vs FTV
+113.3%
+16.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.2% |
| 7D | -10.1% | +0.4% | -10.5% | -10.5% |
| 30D | -12.1% | +17.2% | -29.3% | -21.1% |
| 3M | -1.9% | +8.9% | -10.7% | -7.9% |
| 6M | -1.8% | +11.3% | -13.1% | -10.8% |
| YTD | +65.8% | +21.9% | +43.9% | +38.6% |
| 1Y | +60.8% | +31.6% | +29.3% | +27.0% |
| 3Y | +70.1% | +38.1% | +32.1% | +25.0% |
| 5Y | +134.8% | +15.7% | +119.1% | +90.9% |
| 10Y | +130.1% | +107.5% | +22.6% | +40.0% |
| All | +130.1% | +113.3% | +16.8% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling