+58.6%
CVE vs USFR
+14.4%
+44.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -14.1% | +0.1% | -14.2% | -14.0% |
| 30D | -11.6% | +0.4% | -12.0% | -11.3% |
| 3M | 0.0% | +1.1% | -1.0% | +0.4% |
| 6M | -8.4% | +2.0% | -10.4% | -7.7% |
| YTD | +65.9% | +3.4% | +62.5% | +67.7% |
| 1Y | +69.4% | +4.1% | +65.3% | +70.1% |
| All | +58.6% | +14.4% | +44.2% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling