+148.6%
CVE vs USFR
+28.6%
+120.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +5.9% | +0.1% | +5.9% | +5.9% |
| 30D | -10.9% | +0.4% | -11.2% | -11.3% |
| 3M | -4.5% | +1.1% | -5.6% | -5.9% |
| 6M | -1.0% | +2.0% | -3.0% | -3.7% |
| YTD | +74.7% | +3.5% | +71.3% | +66.7% |
| 1Y | +65.8% | +4.1% | +61.7% | +56.9% |
| 3Y | +73.2% | +14.4% | +58.8% | +44.2% |
| 5Y | +155.6% | +21.4% | +134.2% | +90.5% |
| All | +148.6% | +28.6% | +120.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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