+63.3%
CVE vs USFR
+27.5%
+35.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +16.7% | +0.3% | +16.4% | +16.5% |
| 3M | +9.3% | +1.0% | +8.3% | +8.6% |
| 6M | +43.6% | +1.9% | +41.7% | +41.9% |
| YTD | +93.6% | +2.6% | +91.0% | +90.6% |
| 1Y | +98.8% | +4.0% | +94.7% | +94.1% |
| 3Y | +73.6% | +14.1% | +59.5% | +60.5% |
| 5Y | +312.5% | +20.4% | +292.1% | +267.9% |
| 10Y | +161.0% | +28.0% | +133.0% | +128.1% |
| All | +63.3% | +27.5% | +35.8% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling