+472.3%
FDX vs CVE
+89.9%
+382.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -2.5% | +2.5% | -5.0% | -3.1% |
| 30D | +3.8% | +16.7% | -12.9% | +0.3% |
| 3M | -1.3% | +9.3% | -10.6% | -3.6% |
| 6M | +5.0% | +43.6% | -38.6% | -4.0% |
| YTD | +39.6% | +93.6% | -53.9% | +19.2% |
| 1Y | +81.1% | +98.8% | -17.6% | +53.1% |
| 3Y | +63.0% | +73.6% | -10.6% | +39.3% |
| 5Y | +65.6% | +312.5% | -246.9% | +11.6% |
| 10Y | +183.4% | +161.0% | +22.3% | +81.3% |
| All | +472.3% | +89.9% | +382.4% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling