+434.6%
FERG vs CVE
+136.1%
+298.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.1% | -16.1% | +14.0% | -0.9% |
| 30D | +8.7% | -10.4% | +19.0% | +9.4% |
| 3M | -7.4% | -2.4% | -5.1% | -7.4% |
| 6M | -6.6% | -4.4% | -2.2% | -6.7% |
| YTD | +6.6% | +64.9% | -58.4% | +1.8% |
| 1Y | -3.6% | +66.0% | -69.6% | -8.0% |
| 3Y | +56.4% | +57.7% | -1.3% | +48.5% |
| 5Y | +67.5% | +144.7% | -77.2% | +55.6% |
| All | +434.6% | +136.1% | +298.4% | +385.9% |
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