+182.3%
CVE vs FTV
+90.8%
+91.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | +2.5% | -4.5% | +7.0% | +5.4% |
| 30D | +16.7% | -7.1% | +23.8% | +22.0% |
| 3M | +9.3% | -7.2% | +16.4% | +12.5% |
| 6M | +43.6% | -1.5% | +45.1% | +40.8% |
| YTD | +93.6% | +3.5% | +90.1% | +81.3% |
| 1Y | +98.8% | +20.3% | +78.4% | +66.1% |
| 3Y | +73.6% | -3.1% | +76.7% | +64.1% |
| 5Y | +312.5% | +2.3% | +310.1% | +262.4% |
| 10Y | +161.0% | +76.3% | +84.7% | +73.9% |
| All | +182.3% | +90.8% | +91.6% | +76.8% |
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