+602.8%
FICO vs CVE
+159.5%
+443.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.5% |
| 7D | -19.2% | +2.5% | -21.7% | -19.5% |
| 30D | -14.6% | +16.7% | -31.3% | -16.8% |
| 3M | -20.1% | +9.3% | -29.4% | -21.6% |
| 6M | -36.3% | +43.6% | -79.9% | -40.7% |
| YTD | -44.9% | +93.6% | -138.4% | -51.4% |
| 1Y | -38.6% | +98.8% | -137.4% | -46.3% |
| 3Y | +4.0% | +73.6% | -69.6% | -8.8% |
| 5Y | +99.5% | +312.5% | -212.9% | +43.8% |
| All | +602.8% | +159.5% | +443.3% | +315.2% |
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 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