+86.2%
FERG vs CVE
+150.7%
-64.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.5% |
| 7D | +6.4% | +0.1% | +6.4% | +6.4% |
| 30D | +19.9% | -10.8% | +30.8% | +21.9% |
| 3M | +5.6% | -4.3% | +9.9% | +5.8% |
| 6M | +9.2% | -1.5% | +10.7% | +8.4% |
| YTD | +20.6% | +70.7% | -50.1% | +6.5% |
| 1Y | +5.7% | +58.1% | -52.4% | -5.3% |
| 3Y | +73.6% | +69.8% | +3.8% | +49.8% |
| 5Y | +86.2% | +148.9% | -62.7% | +49.7% |
| All | +86.2% | +150.7% | -64.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling