+50.2%
FDX vs CVE
+67.8%
-17.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.8% |
| 7D | -1.6% | -16.1% | +14.5% | -2.8% |
| 30D | +6.6% | -10.4% | +17.0% | +5.6% |
| 3M | -2.1% | -2.4% | +0.3% | -2.4% |
| 6M | +2.2% | -4.4% | +6.6% | +1.5% |
| YTD | +33.9% | +64.9% | -31.0% | +30.5% |
| 1Y | +50.2% | +66.0% | -15.8% | +46.5% |
| All | +50.2% | +67.8% | -17.6% | +46.5% |
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