+156.2%
FDX vs CVE
+137.5%
+18.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.3% |
| 7D | +2.9% | -14.1% | +17.0% | +5.6% |
| 30D | +9.6% | -11.6% | +21.2% | +11.7% |
| 3M | +2.4% | 0.0% | +2.3% | +1.8% |
| 6M | +9.2% | -8.4% | +17.6% | +9.8% |
| YTD | +37.7% | +65.9% | -28.2% | +22.7% |
| 1Y | +56.1% | +69.4% | -13.3% | +38.4% |
| 3Y | +68.9% | +55.9% | +13.0% | +49.5% |
| 5Y | +79.0% | +146.2% | -67.2% | +40.3% |
| All | +156.2% | +137.5% | +18.7% | +66.8% |
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 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