+363.2%
FERG vs CVE
+161.7%
+201.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | -10.2% | +16.7% | -26.9% | -11.2% |
| 3M | -0.6% | +9.3% | -9.8% | -1.4% |
| 6M | -6.5% | +43.6% | -50.1% | -9.5% |
| YTD | +4.2% | +93.6% | -89.4% | -1.5% |
| 1Y | -2.3% | +98.8% | -101.0% | -7.8% |
| 3Y | +48.5% | +73.6% | -25.1% | +40.0% |
| 5Y | +72.0% | +312.5% | -240.5% | +56.2% |
| All | +363.2% | +161.7% | +201.5% | +317.4% |
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