+539.5%
FICO vs CVE
+144.4%
+395.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -1.5% | -10.8% | +9.3% | +0.1% |
| 3M | -29.8% | -4.3% | -25.5% | -29.4% |
| 6M | -33.3% | -1.5% | -31.8% | -33.6% |
| YTD | -56.9% | +70.7% | -127.6% | -61.3% |
| 1Y | -59.5% | +58.1% | -117.6% | -63.1% |
| 3Y | -26.9% | +69.8% | -96.7% | -35.8% |
| 5Y | +92.9% | +148.9% | -56.0% | +52.6% |
| 10Y | +539.5% | +143.5% | +396.0% | +283.1% |
| All | +539.5% | +144.4% | +395.1% | +283.1% |
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