+230.3%
FANG vs CVE
+327.8%
-97.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.6% |
| 7D | -1.7% | +0.2% | -1.9% | -1.9% |
| 30D | +6.8% | +17.5% | -10.7% | -5.3% |
| 3M | +1.3% | +16.2% | -14.9% | -9.7% |
| 6M | +11.8% | +47.8% | -35.9% | -17.0% |
| YTD | +35.1% | +98.5% | -63.4% | -20.0% |
| 1Y | +48.9% | +109.8% | -60.8% | -15.8% |
| 3Y | +42.8% | +75.5% | -32.6% | -10.0% |
| 5Y | +230.3% | +341.6% | -111.3% | -2.8% |
| All | +230.3% | +327.8% | -97.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling