+142.0%
CVE vs FTV
+119.2%
+22.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -0.1% |
| 7D | -14.1% | -0.6% | -13.4% | -14.0% |
| 30D | -11.6% | +13.0% | -24.6% | -18.7% |
| 3M | 0.0% | +6.8% | -6.7% | -4.9% |
| 6M | -8.4% | +8.0% | -16.4% | -15.0% |
| YTD | +65.9% | +18.9% | +47.0% | +41.4% |
| 1Y | +69.4% | +30.8% | +38.6% | +34.6% |
| 3Y | +55.9% | +33.4% | +22.6% | +18.0% |
| 5Y | +146.2% | +12.7% | +133.5% | +104.2% |
| 10Y | +140.6% | +111.6% | +29.1% | +40.2% |
| All | +142.0% | +119.2% | +22.8% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling