+70.0%
FDX vs CVE
+142.8%
-72.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -1.6% | -16.1% | +14.5% | +0.9% |
| 30D | +6.6% | -10.4% | +17.0% | +8.1% |
| 3M | -2.1% | -2.4% | +0.3% | -2.2% |
| 6M | +2.2% | -4.4% | +6.6% | +1.9% |
| YTD | +33.9% | +64.9% | -31.0% | +19.5% |
| 1Y | +50.2% | +66.0% | -15.8% | +33.6% |
| 3Y | +65.5% | +57.7% | +7.9% | +44.3% |
| All | +70.0% | +142.8% | -72.8% | +39.5% |
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 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