+65.0%
FDX vs CVE
+73.4%
-8.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.6% | +11.2% | +3.0% |
| 7D | +8.1% | -12.1% | +20.2% | +7.2% |
| 30D | +13.9% | -9.8% | +23.7% | +13.0% |
| 3M | +5.5% | -0.7% | +6.3% | +5.4% |
| 6M | +15.1% | -4.3% | +19.4% | +14.4% |
| YTD | +43.2% | +70.6% | -27.4% | +40.0% |
| 1Y | +65.0% | +73.2% | -8.1% | +61.7% |
| All | +65.0% | +73.4% | -8.3% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling