+134.5%
CVE vs FTV
+109.5%
+24.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -16.1% | +0.2% | -16.3% | -16.5% |
| 30D | -10.4% | +15.7% | -26.0% | -18.9% |
| 3M | -2.4% | +7.5% | -9.9% | -7.6% |
| 6M | -4.4% | +8.5% | -12.9% | -11.7% |
| YTD | +64.9% | +18.8% | +46.2% | +40.3% |
| 1Y | +66.0% | +28.5% | +37.5% | +33.1% |
| 3Y | +57.7% | +34.0% | +23.7% | +18.2% |
| 5Y | +144.7% | +12.6% | +132.1% | +102.5% |
| All | +134.5% | +109.5% | +24.9% | +43.4% |
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