+134.5%
CVE vs USFR
+28.5%
+106.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.1% | +0.1% | -16.2% | -16.2% |
| 30D | -10.4% | +0.4% | -10.8% | -10.9% |
| 3M | -2.4% | +1.1% | -3.4% | -3.8% |
| 6M | -4.4% | +2.1% | -6.5% | -7.1% |
| YTD | +64.9% | +3.4% | +61.5% | +57.5% |
| 1Y | +66.0% | +4.1% | +61.9% | +57.0% |
| 3Y | +57.7% | +14.4% | +43.2% | +31.1% |
| 5Y | +144.7% | +21.3% | +123.4% | +82.5% |
| All | +134.5% | +28.5% | +106.0% | +79.3% |
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