+144.2%
CVE vs USFR
+21.4%
+122.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -10.0% | +0.1% | -10.1% | -9.7% |
| 30D | -11.9% | +0.4% | -12.3% | -10.5% |
| 3M | -5.9% | +1.1% | -7.0% | -2.3% |
| 6M | -1.6% | +2.1% | -3.6% | +6.1% |
| YTD | +66.3% | +3.4% | +62.8% | +88.9% |
| 1Y | +57.5% | +4.1% | +53.4% | +83.0% |
| 3Y | +65.4% | +14.4% | +51.0% | +202.7% |
| 5Y | +144.2% | +21.4% | +122.8% | +483.3% |
| All | +144.2% | +21.4% | +122.8% | +483.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling