+430.3%
FERG vs CVE
+132.7%
+297.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +7.2% | -10.0% | +17.2% | +8.0% |
| 30D | +17.9% | -11.9% | +29.8% | +18.9% |
| 3M | -1.3% | -5.9% | +4.7% | -1.0% |
| 6M | +8.3% | -1.6% | +9.9% | +8.0% |
| YTD | +18.3% | +66.3% | -47.9% | +12.9% |
| 1Y | +4.7% | +57.5% | -52.8% | +0.3% |
| 3Y | +70.3% | +65.4% | +4.9% | +61.1% |
| 5Y | +84.6% | +144.2% | -59.5% | +71.2% |
| 10Y | +430.3% | +135.5% | +294.8% | +384.5% |
| All | +430.3% | +132.7% | +297.6% | +384.5% |
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 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