+182.5%
FANG vs CVE
+177.3%
+5.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +1.2% | +1.6% | -0.4% | 0.0% |
| 30D | +2.4% | +11.7% | -9.3% | -5.8% |
| 3M | +5.1% | +18.2% | -13.1% | -7.4% |
| 6M | +16.4% | +48.8% | -32.4% | -14.0% |
| YTD | +39.0% | +99.4% | -60.4% | -17.8% |
| 1Y | +50.6% | +97.9% | -47.2% | -10.8% |
| 3Y | +46.9% | +76.3% | -29.3% | -6.9% |
| 5Y | +238.2% | +344.6% | -106.4% | +4.0% |
| All | +182.5% | +177.3% | +5.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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