-3.6%
FERG vs CVE
+67.8%
-71.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.1% | -16.1% | +14.0% | -2.8% |
| 30D | +8.7% | -10.4% | +19.0% | +8.1% |
| 3M | -7.4% | -2.4% | -5.1% | -7.6% |
| 6M | -6.6% | -4.4% | -2.2% | -7.0% |
| YTD | +6.6% | +64.9% | -58.4% | -7.5% |
| 1Y | -3.6% | +66.0% | -69.6% | -16.2% |
| All | -3.6% | +67.8% | -71.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling